Some additional moment conditions for a dynamic count panel data model

Yoshitsugu Kitazawa

No 29, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

Abstract: This paper proposes some additional moment conditions for the linear feedback model formulated in count panel data model, proposed by Blundell et al.(2002). It is shown that the moment conditions based on the quasi-differenced transformation proposed by Chamberlain (1992) and Wooldridge (1997) and some additional moment conditions are derived by using a new operation which the assumptions for disturbances underlie. Two kinds of the additional moment conditions are conceptually equivalent to those proposed by Windmeijer (2000) and Crepon and Duguet (1997) in some regards. Some GMM estimators are constructed using these moment conditions. The small sample performances for the GMM estimators are investigated with some Monte Carlo experiments and it is shown that the GMM estimators perform well when using the additional moment conditions, with minor exceptions.

Keywords: count panel data; linear feedback model; implicit operation; moment conditions; generalized method of moments; Monte Carlo experiments (search for similar items in EconPapers)
JEL-codes: C23 (search for similar items in EconPapers)
Pages: 70 pages
Date: 2007-12, Revised 2008-08
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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http://www.ip.kyusan-u.ac.jp/keizai-kiyo/dp29.pdf First version, 2007 (application/pdf)
http://www.ip.kyusan-u.ac.jp/J/kitazawa/SEMINARS/korea_u080307.pdf Revised version, 2008 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:kyu:dpaper:29

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