A forward demeaning transformation for a dynamic count panel data model

In this note, a forward demeaning transformation is proposed for the linear feedback model with the explanatory variables being strictly exogenous on count panel data. This transformation is analogous to that proposed by Arellano and Bover (1995) for the ordinary dynamic panel data model.

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Year of publication:	2010-01
Authors:	Kitazawa, Yoshitsugu
Institutions:	Faculty of Economics, Kyushu Sangyo University
Subject:	forward demeaning \| linear feedback model \| strictly exogenous explanatory variables \| count panel data

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 39 6 pages
Classification:	C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008513287