Equidispersion and moment conditions for count panel data model
This paper proposes some new moment conditions under the assumption of the equidispersion in count panel data model. These are obtained by using the association between variances and covariances in the disturbance. Some Monte Carlo experiments configured for the Poisson model show that the GMM estimators using the new moment conditions perform better than the conventional quasi-differenced GMM estimator and some gains are recognized in using the new moment conditions.
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