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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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File URL: http://www.ifs.org.uk/wps/wp9903.pdf
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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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This page was last updated on 2009-11-27.


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