A forward demeaning transformation for a dynamic count panel data model
In 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.
|Date of creation:||Jan 2010|
|Date of revision:|
|Contact details of provider:|| Postal: 2-3-1 Matsukadai, Higashi-ku, Fukuoka, 813-8503|
Web page: http://www.ip.kyusan-u.ac.jp/keizai/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999.
"Individual effects and dynamics in count data models,"
IFS Working Papers
W99/03, Institute for Fiscal Studies.
- Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May.
- Frank Windmeijer, 2006.
"GMM for panel count data models,"
Bristol Economics Discussion Papers
06/591, Department of Economics, University of Bristol, UK.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
- M Arellano & O Bover, 1990.
"Another Look at the Instrumental Variable Estimation of Error-Components Models,"
CEP Discussion Papers
dp0007, Centre for Economic Performance, LSE.
- Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- Yoshitsugu Kitazawa, 2009. "Equidispersion and moment conditions for count panel data model," Discussion Papers 33, Kyushu Sangyo University, Faculty of Economics.
- Yoshitsugu Kitazawa, 2007. "Some additional moment conditions for a dynamic count panel data model," Discussion Papers 29, Kyushu Sangyo University, Faculty of Economics, revised Aug 2008.
- Richard Blundell & Rachel Griffith & John van Reenen, 1999. "Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms," Review of Economic Studies, Oxford University Press, vol. 66(3), pages 529-554.
- Yoshitsugu Kitazawa, 2009. "A negative binomial model and moment conditions for count panel data," Discussion Papers 34, Kyushu Sangyo University, Faculty of Economics.
- Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(05), pages 667-678, October.
When requesting a correction, please mention this item's handle: RePEc:kyu:dpaper:39. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Yoshitsugu Kitazawa)
If references are entirely missing, you can add them using this form.