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

João Santos Silva and Silvana Tenreyro

Economics Discussion Papers from University of Essex, Department of Economics

Abstract: We extend the simulation results given in Santos Silva and Tenreyro (2006, 'The log of gravity,' The Review of Economics and Statistics, 88, 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.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (20)

Downloads: (external link)
https://repository.essex.ac.uk/3546/ original version (application/pdf)

Related works:
Journal Article: Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (2011)
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)
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:esx:essedp:3546

Ordering information: This working paper can be ordered from
Discussion Papers Administrator, Department of Economics, University of Essex, Wivenhoe Park, Colchester CO4 3SQ, U.K.

Access Statistics for this paper

More papers in Economics Discussion Papers from University of Essex, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Essex Economics Web Manager ().