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Individual effects and dynamics in count data models

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Author Info
Richard Blundell () (Institute for Fiscal Studies and University College London)
Rachel Griffith () (Institute for Fiscal Studies and University College London)
Frank Windmeijer () (Institute for Fiscal Studies and University of Bristol)

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Abstract

In this paper we examine the panel data estimation of dynamic models for count data that include correlated fixed effects and predetermined variables.

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Publisher Info
Paper provided by Institute for Fiscal Studies in its series IFS Working Papers with number W99/03.

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Date of creation: Jan 1999
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Handle: RePEc:ifs:ifsewp:99/03

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Related research
Keywords: dtnamic count panel data individual effects predetermined regressors Generalised Method of Moments pre-smaple information

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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
O30 - Economic Development, Technological Change, and Growth - - Technological Change - - - General

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  1. Kurt Brännäs & Jörgen Hellström, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443. [Downloadable!] (restricted)
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  2. Lederman, Daniel & Maloney, William F., 2003. "Research and development (R&D) and development," Policy Research Working Paper Series 3024, The World Bank. [Downloadable!]
  3. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK. [Downloadable!]
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  5. Mercedes Gumbau Albert & Joaquín Maudos Villarroya, 2006. "Patents, Technological Inputs And Spillovers Among Regions," Working Papers. Serie EC 2006-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  7. Alka Chadha, 2005. "Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry," Departmental Working Papers wp0512, National University of Singapore, Department of Economics. [Downloadable!]
  8. Daunfeldt, Sven-Olov & Orth, Matilda & Rudholm, Niklas, 2008. "Does the Quality of Store Brands Affect the Number of National Brand Suppliers?," HUI Working Papers 18, The Swedish Retail Institute (HUI). [Downloadable!]
  9. Roland Andersson & John Quigley & Mats Wilhelmsson, 2006. "Urbanization, Productivity and Innovation: Evidence from Investment in Higher Education," Berkeley Program on Housing and Urban Policy, Working Paper Series 1068, Berkeley Program on Housing and Urban Policy. [Downloadable!]
  10. Bronwyn H. Hall & Rose Marie Ham, 2000. "The Patent Paradox Revisited: Determinants of Patenting in the US Semiconductor Industry, 1980-94," Development and Comp Systems 9912001, EconWPA. [Downloadable!]
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  11. Fidel Pérez Sebastián & Shiferaw Gurmu, 2007. "Patents, R&D And Lag Effects: Evidence From Flexible Methods For Count Panel Data On Manufacturing Firms," Working Papers. Serie AD 2007-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  12. Bergman, Mats A. & Johansson, Per, 2000. "Strategic Investments in the Pulp and Paper Industry: A Count Data Regression Analysis," Working Paper Series 536, Research Institute of Industrial Economics. [Downloadable!]
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  13. Philippe Aghion & Nicholas Bloom & Richard Blundell & Rachel Griffith & Peter Howitt, 2002. "Competition and innovation: an inverted U relationship," IFS Working Papers W02/04, Institute for Fiscal Studies. [Downloadable!]
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  14. Bosch, Mariano & Lederman, Daniel & Maloney, William F., 2005. "Patenting and research and development : a global view," Policy Research Working Paper Series 3739, The World Bank. [Downloadable!]
  15. J Vernon Henderson & James Davis, 2004. "The Agglomeration of Headquarters," Working Papers 04-02, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
  16. Andrés Romeu, 2004. "ExpEnd: GAUSS code for panel count-data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 429-434. [Downloadable!]
  17. Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," UmeÃ¥ Economic Studies 656, Umeå University, Department of Economics. [Downloadable!]
  18. Klinger, Bailey & Lederman, Daniel, 2006. "Diversification, innovation, and imitation inside the Global Technological Frontier," Policy Research Working Paper Series 3872, The World Bank. [Downloadable!]
  19. Stuart J. Fowler & Eric R. Young, 2004. "The Acquisition of Skills over the Life-Cycle," Working Papers 200402, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
  20. Dustmann, Christian & Windmeijer, Frank, 2000. "Wages and the Demand for Health - A Life Cycle Analysis," IZA Discussion Papers 171, Institute for the Study of Labor (IZA). [Downloadable!]
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  21. Klinger, Bailey & Lederman, Daniel, 2006. "Innovation and export portfolios," Policy Research Working Paper Series 3983, The World Bank. [Downloadable!]
  22. Nicholas Bloom & John Van Reenen, 2002. "Patents, Real Options and Firm Performance," Economic Journal, Royal Economic Society, vol. 112(478), pages C97-C116, March. [Downloadable!] (restricted)
  23. Barros, Henrique M., 2008. "The interaction between patents and other appropriability mechanisms: firm-level evidence from UK manufacturing," Ibmec Working Papers wpe_103, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  24. Heli Koski, 2000. "Regulators and Competition Spurring or Retarding Innovation in the Telecommunications Sector?," Discussion Papers 724, The Research Institute of the Finnish Economy. [Downloadable!]
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