Moment conditions for fixed effects count data models with endogenous regressors

被引：44

作者：

Windmeijer, F ^{[1
]}

机构：

[1] Inst Fiscal Studies, London WC1E 7AE, England

来源：

ECONOMICS LETTERS | 2000年 / 68卷 / 01期

关键词：

generalised method of moments; count panel data; endogenous regressors;

D O I：

10.1016/S0165-1765(00)00228-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note shows that moment conditions originally proposed by Wooldridge (1991) [Wooldridge, J.M., 1991. Multiplicative panel data models without the strict exogeneity assumption. Working Paper 574, MIT, Department of Economics] can be used for the consistent estimation of parameters in fixed effects count data models with endogenous regressors. (C) 2000 Elsevier Science S.A. All rights reserved. JEL classification: C23; C25.

引用

页码：21 / 24

页数：4