Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator
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- Clément Bosquet & Hervé Boulhol, 2014. "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 772-784, October.
- Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
- Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
- Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers halshs-00535594, HAL.
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More about this item
Keywords
Pseudo-maximum likelihood methods; negative binomial estimator; Poisson regression; gamma PML.; Méthodes du pseudo-maximum de vraisemblance; estimateur avec loi binomiale négative; régression de Poisson; pseudo-maximum de vraisemblance avec loi gamma.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- F10 - International Economics - - Trade - - - General
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