Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model

This paper advocates the transformations used for the consistent estimation of the full-fledged fixed effects zero-inflated Poisson model whose zero outcomes can arise from both of logit and Poisson parts and which equips both parts with the fixed effects. The valid moment conditions are constructed on the basis of the transformations. The finite sample behaviors of GMM and EL estimators employing the moment conditions are investigated by use of Monte Carlo experiments.

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Year of publication:	2014-04
Authors:	Kitazawa, Yoshitsugu
Institutions:	Faculty of Economics, Kyushu Sangyo University
Subject:	fixed effects zero-inflated Poisson model \| predetermined explanatory variables in Poisson part \| moment conditions \| GMM \| EL \| Monte Carlo experiments

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 66 18 pages
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models ; C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010757304