Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model

Yoshitsugu Kitazawa

No 66, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

Abstract: This paper advocates the transformations used for the consistent estimation of the full-fledged fixed effects zero-inflated Poisson model whose zero outcomes can arise from both of logit and Poisson parts and which equips both parts with the fixed effects. The valid moment conditions are constructed on the basis of the transformations. The finite sample behaviors of GMM and EL estimators employing the moment conditions are investigated by use of Monte Carlo experiments.

Keywords: fixed effects zero-inflated Poisson model; predetermined explanatory variables in Poisson part; moment conditions; GMM; EL; Monte Carlo experiments (search for similar items in EconPapers)
JEL-codes: C23 C25 C51 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2014-04
New Economics Papers: this item is included in nep-ecm and nep-ger
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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