Keynote lecture: Estimation of count-data panel models

In this talk, I will cover a number of topics related to the estimation of panel models for count data, with empirical illustrations estimated using Stata. For the theoretical background, I will rely on my book with Colin Cameron, Microeconometrics: Methods and Applications (2005, Cambridge University Press). Some of my illustrations will be based on material in my recent book with Colin Cameron, Microeconometrics Using Stata (2009, Stata Press), but several others will be based on as yet unpublished material. This talk will be operational in orientation and, for specificity, I will rely on examples estimated in Stata. I plan to cover the following topics: nonlinear panel-data modeling for exponential mean models, fixed- and random-effects panel models for the Poisson and negative binomial regression, nonlinear GMM estimation of Poisson panel regression with sample selection or endogenous regressors, dynamic panel Poisson regression with correlated random effects, dynamic panel Poisson regression with linear feedback, finite mixture models for panel Poisson regression