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Models for count data with endogenous participation

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  • William Greene

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Bibliographic Info

Article provided by Springer in its journal Empirical Economics.

Volume (Year): 36 (2009)
Issue (Month): 1 (February)
Pages: 133-173

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Handle: RePEc:spr:empeco:v:36:y:2009:i:1:p:133-173

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Related research

Keywords: Poisson regression; Count data; Heterogeneity; Lognormal; Two part model; C14; C23; C25;

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References

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  1. Terza, J.V., 1995. "Estmiating Count Data Models with Endogenous Switching and Sample Selection," Papers, Pennsylvania State - Department of Economics 4-95-14, Pennsylvania State - Department of Economics.
  2. Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, now publishers, vol. 1(2), pages 113-218, August.
  3. Cameron, A. Colin & Trivedi, Pravin K., 1990. "Regression-based tests for overdispersion in the Poisson model," Journal of Econometrics, Elsevier, Elsevier, vol. 46(3), pages 347-364, December.
  4. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
  5. Jerry A. Hausman & Bronwyn H. Hall & Zvi Griliches, 1984. "Econometric Models for Count Data with an Application to the Patents-R&D Relationship," NBER Technical Working Papers 0017, National Bureau of Economic Research, Inc.
  6. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, Elsevier, vol. 33(3), pages 341-365, December.
  7. Harris, Mark N. & Zhao, Xueyan, 2007. "A zero-inflated ordered probit model, with an application to modelling tobacco consumption," Journal of Econometrics, Elsevier, Elsevier, vol. 141(2), pages 1073-1099, December.
  8. Murat K. Munkin & Pravin K. Trivedi, 1999. "Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 29-48.
  9. Dalia Marin & Thierry Verdier, 2007. "Corporate Hierarchies and the Size of Nations: Theory and Evidence," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 07-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  10. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, Econometric Society, vol. 52(3), pages 701-20, May.
  11. Asplund, Marcus & Sandin, Rickard, 1999. "The Number of Firms and Production Capacity in Relation to Market Size," Journal of Industrial Economics, Wiley Blackwell, vol. 47(1), pages 69-85, March.
  12. Andreas Million & Regina T. Riphahn & Achim Wambach, 2003. "Incentive effects in the demand for health care: a bivariate panel count data estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 18(4), pages 387-405.
  13. Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004. "The dynamics of health in the British Household Panel Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 19(4), pages 473-503.
  14. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 20(1), pages 88-97, January.
  15. William H. Greene, 1997. "FIML Estimation of Sample Selection Models for Count Data," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 97-02, New York University, Leonard N. Stern School of Business, Department of Economics.
  16. Joseph Hilbe, 1994. "Negative binomial regression," Stata Technical Bulletin, StataCorp LP, StataCorp LP, vol. 3(18).
  17. William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 06-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  18. Krinsky, Itzhak & Robb, A Leslie, 1986. "On Approximating the Statistical Properties of Elasticities," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 715-19, November.
  19. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, Elsevier, vol. 84(1), pages 129-154, May.
  20. Terza, Joseph V., 1985. "A Tobit-type estimator for the censored Poisson regression model," Economics Letters, Elsevier, vol. 18(4), pages 361-365.
  21. Wang, Peiming & Cockburn, Iain M & Puterman, Martin L, 1998. "Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 16(1), pages 27-41, January.
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Citations

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Cited by:
  1. Massimiliano Bratti & Alfonso Miranda, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1090-1109, 09.
  2. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po publications 2014-05, Sciences Po.
  3. Bratti, M.; & Miranda, A;, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York 10/19, HEDG, c/o Department of Economics, University of York.
  4. Antonello Maruotti & Valentina Raponi, 2012. "On Baseline Conditions For Zero-Inflated Longitudinal Count Data," Working Papers 0212, CREI Università degli Studi Roma Tre, revised 2012.
  5. Elisabeth Nindl, 2014. "An empirical assessment of Fairtrade: A perspective for low- and middle-income countries?," Department of Economics Working Papers wuwp160, Vienna University of Economics, Department of Economics.

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