A forward demeaning transformation for a dynamic count panel data model
AbstractIn this note, a forward demeaning transformation is proposed for the linear feedback model with the explanatory variables being strictly exogenous on count panel data. This transformation is analogous to that proposed by Arellano and Bover (1995) for the ordinary dynamic panel data model.
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Bibliographic InfoPaper provided by Kyushu Sangyo University, Faculty of Economics in its series Discussion Papers with number 39.
Length: 6 pages
Date of creation: Jan 2010
Date of revision:
forward demeaning; linear feedback model; strictly exogenous explanatory variables; count panel data;
Find related papers by JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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