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Some Additional Moment Conditions for a Dynamic Count Panel Data Model with Predetermined Explanatory Variables

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DOI: 10.4236/ojs.2013.35038    2,607 Downloads   4,414 Views  

ABSTRACT

This paper proposes some additional moment conditions for the linear feedback model with explanatory variables being predetermined, which is proposed by [1] for the purpose of dealing with count panel data. The newly proposed moment conditions include those associated with the equidispersion, the Negbin I-type model and the stationarity. The GMM estimators are constructed incorporating the additional moment conditions. Some Monte Carlo experiments indicate that the GMM estimators incorporating the additional moment conditions perform well, compared to that using only the conventional moment conditions proposed by [2,3].

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Y. Kitazawa, "Some Additional Moment Conditions for a Dynamic Count Panel Data Model with Predetermined Explanatory Variables," Open Journal of Statistics, Vol. 3 No. 5, 2013, pp. 319-333. doi: 10.4236/ojs.2013.35038.

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