The fixed effects negative binomial model revisited

In this paper I show that the conditional fixed effects negative binomial model for count panel data does not control for individual fixed effects unless a very specific set of assumptions are met. I also propose a score test to verify whether these assumptions are met.

MoreLess

Year of publication:	2008
Authors:	Guimarães, Paulo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 99.2008, 1, p. 63-66
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005361801