Bimodality & the performance of PPML

There has been an extensive discussion on the applicability of Poisson Pseudo Maximum Likelihood (PPML) to trade. Here, we are going to analyse again the performance of PPML but in the light of a bimodal distribution; in addition, we also explicitly account for excess zeros. Simulations are based on a Bernoulli-Gamma distribution (a zero-inflated Gamma distribution). Again, our results are a confirmation of how well-behaved PPML is in general.

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Year of publication:	2012
Authors:	Prehn, Sören ; Brümmer, Bernhard
Publisher:	Göttingen : Georg-August-Universität Göttingen, Department für Agrarökonomie und Rurale Entwicklung (DARE)
Subject:	Maximum-Likelihood-Methode \| Statistische Verteilung \| Simulation \| Außenwirtschaft \| Gravitationsmodell \| Theorie \| Poisson Pseudo Maximum Likelihood \| excess zeros \| zero-inflated Gamma Distribution \| simulation

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Series:	Diskussionsbeitrag ; 1202
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	68857422X [GVK] hdl:10419/56044 [Handle] RePEc:zbw:daredp:1202 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010308285