GMM Estimation of Count-Panel-Data Models with Fixed Effects and Predetermined Instruments

Jose G Montalvo

Journal of Business & Economic Statistics, 1997, vol. 15, issue 1, 82-89

Abstract: The 'traditional' approach to the estimation of count panel data models with fixed effects is the conditional maximum-likelihood estimator. This paper proposed a GMM estimator for count panel data models with fixed effects, based on a transformation of the conditional mean specification, that is consistent even when the explanatory variables are predetermined. Two applications are discussed: the relationship between patents and R&D expenditures and the explanation of technology transfer.

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:15:y:1997:i:1:p:82-89

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