ENDOGENEITY IN COUNT DATA MODELS: AN APP
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F. A. G. WINDMEIJER; J. M. C. SANTOS SILVA
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Article
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1997
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John Wiley and Sons
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English
โ 172 KB
๐ 2 views
The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors. Count data models can be speciยฎed with additive or multiplicative errors. It is shown that, in general, a set of instruments is not orthogonal to both error types. Simultaneous