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Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator

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  • J.M.C. Santos Silva

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  • Silvana Tenreyro

    ()

Abstract

We extend the simulation results given in Santos Silva and Tenreyro (2006, �The log of gravity,� The Review of Economics and Statistics, 88, 641-658) by considering data generated as a finite mixture of gamma variates. Data generated in this way can naturally have a large proportion of zeros and is fully compatible with constant elasticity models such as the gravity equation. Our results confirm that the Poisson pseudo maximum likelihood estimator is generally well behaved.

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Paper provided by University of Essex, Department of Economics in its series Economics Discussion Papers with number 666.

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Date of creation: 02 Mar 2009
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Handle: RePEc:esx:essedp:666

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  1. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
  2. Martínez-Zarzoso, Inmaculada & Nowak-Lehmann D., Felicitas & Vollmer, Sebastian, 2007. "The log of gravity revisited," Center for European, Governance and Economic Development Research Discussion Papers 64, University of Goettingen, Department of Economics.
  3. Alex Bryson & Rafael Gomez & Tobias Kretschmer & P Willman, 2009. "Employee Voice and Private Sector Workplace Outcomes in Britain, 1980-2004," CEP Discussion Papers dp0924, Centre for Economic Performance, LSE.
  4. Jonathan Eaton & Akiko Tamura, 1995. "Bilateralism and Regionalism in Japanese and U.S. Trade and Direct Foreign Investment Patterns," NBER Working Papers 4758, National Bureau of Economic Research, Inc.
  5. Willard G. Manning & John Mullahy, 1999. "Estimating Log Models: To Transform or Not to Transform?," NBER Technical Working Papers 0246, National Bureau of Economic Research, Inc.
  6. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-20, May.
  7. repec:got:cegedp:64 is not listed on IDEAS
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