EconPapers    
Economics at your fingertips  
 

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

João Santos Silva () and Silvana Tenreyro ()

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: We extend the simulation results given in Santos-Silva and Tenreyro (2006, ‘The Log of Gravity’, The Review of Economics and Statistics, 88, pp.641-658) by considering data generated as a finite mixture of gamma variates. Data generated in this way can naturally have a large proportion of zeros and is fully compatible with constant elasticity models such as the gravity equation. Our results confirm that the Poisson pseudo maximum likelihood estimator is generally well behaved.

JEL-codes: F10 C50 C13 (search for similar items in EconPapers)
Date: 2009-05
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link)
http://eprints.lse.ac.uk/25506/ Open access version. (application/pdf)

Related works:
Journal Article: Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (2011) Downloads
Working Paper: Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator (2009) Downloads
Working Paper: Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (2009) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:25506

Access Statistics for this paper

More papers in LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library LSE Library Portugal Street London, WC2A 2HD, U.K.. Contact information at EDIRC.
Bibliographic data for series maintained by LSERO Manager ().

 
Page updated 2019-09-14
Handle: RePEc:ehl:lserod:25506