Semiparametric estimation of heterogeneous count data models
✍ Scribed by Kurt Brännäs; Gunnar Rosenqvist
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 831 KB
- Volume
- 76
- Category
- Article
- ISSN
- 0377-2217
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## Abstract This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantit
This paper demonstrates that the unobserved heterogeneity commonly assumed to be the source of overdispersion in count data models has predictable implications for the probability structure of such mixture models. In particular, the common observation of excess zeros is a strict implication of unobs