Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model
AbstractThis paper advocates the transformations used for the consistent estimation of the full-fledged fixed effects zero-inflated Poisson model whose zero outcomes can arise from both of logit and Poisson parts and which equips both parts with the fixed effects. The valid moment conditions are constructed on the basis of the transformations. The finite sample behaviors of GMM and EL estimators employing the moment conditions are investigated by use of Monte Carlo experiments.
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Bibliographic InfoPaper provided by Kyushu Sangyo University, Faculty of Economics in its series Discussion Papers with number 66.
Length: 18 pages
Date of creation: Apr 2014
Date of revision:
fixed effects zero-inflated Poisson model; predetermined explanatory variables in Poisson part; moment conditions; GMM; EL; Monte Carlo experiments;
Find related papers by JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
This paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-11 (All new papers)
- NEP-ECM-2014-04-11 (Econometrics)
- NEP-GER-2014-04-11 (German Papers)
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