Equidispersion and moment conditions for count panel data model

Yoshitsugu Kitazawa

No 33, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

Abstract: This paper proposes some new moment conditions under the assumption of the equidispersion in count panel data model. These are obtained by using the association between variances and covariances in the disturbance. Some Monte Carlo experiments configured for the Poisson model show that the GMM estimators using the new moment conditions perform better than the conventional quasi-differenced GMM estimator and some gains are recognized in using the new moment conditions.

Keywords: count panel data; linear feedback model; equidispersion; implicit operation; crosslinkage moment conditions; GMM; Monte Carlo experiments (search for similar items in EconPapers)
JEL-codes: C23 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2009-06
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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http://www.ip.kyusan-u.ac.jp/keizai-kiyo/dp33.pdf First version, 2009 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:kyu:dpaper:33

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