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

  • Santos Silva, J.M.C.
  • Tenreyro, Silvana

We extend the simulation results in Santos Silva and Tenreyro (2006, The log of gravity, The Review of Economics and Statistics, 88, 641-658) by considering a novel data-generating process. Our results confirm that the Poisson pseudo-maximum likelihood estimator is generally well behaved, even when the proportion of zeros in the sample is very large.

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 112 (2011)
Issue (Month): 2 (August)
Pages: 220-222

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Handle: RePEc:eee:ecolet:v:112:y:2011:i:2:p:220-222
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. 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.
  2. Eaton Jonathan & Tamura Akiko, 1994. "Bilateralism and Regionalism in Japanese and U.S. Trade and Direct Foreign Investment Patterns," Journal of the Japanese and International Economies, Elsevier, vol. 8(4), pages 478-510, December.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Jeffrey A. Frankel, 1997. "Regional Trading Blocs in the World Economic System," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 72.
  8. 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.
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