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
⚖ 172 KB
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The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors. Count data models can be speci®ed with additive or multiplicative errors. It is shown that, in general, a set of instruments is not orthogonal to both error types. Simultaneous