Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator

João Santos Silva and Silvana Tenreyro

Economics Letters, 2011, vol. 112, issue 2, 220-222

Abstract: We extend the simulation results in Santos Silva and Tenreyro (2006, The log of gravity, The Review of Economics and Statistics, 88, 641-658) by considering a novel data-generating process. Our results confirm that the Poisson pseudo-maximum likelihood estimator is generally well behaved, even when the proportion of zeros in the sample is very large.

Keywords: Finite; mixtures; Gravity; equation; International; trade; Zeros (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (596)

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Related works:
Working Paper: Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator (2009)
Working Paper: Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (2009)
Working Paper: Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:112:y:2011:i:2:p:220-222

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