Search Results - subject:"Poisson regression"

Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression

Czado, Claudia; Min, Aleksey - 2005

Poisson regression models for count variables have been utilized in many applications. However, in many problems … Poisson regression models. Further the accuracy of the asymptotic normality approximation is investigated through a simulation …

Persistent link: https://www.econbiz.de/10010272318

Cycles in basic innovations

Franses, Philip Hans; de Groot, de Groot, E.A. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

innovations. For an annual time series of count data covering 1764-1976, we fit a harmonic Poisson regression model. The results …

Persistent link: https://www.econbiz.de/10010731755

The log of gravity

Santos Silva, Joao; Tenreyro, Silvana - London School of Economics (LSE) - 2005

Although economists have long been aware of Jensen's inequality, many econometric applications have neglected an important implication of it: the standard practice of interpreting the parameters of log-linearized models estimated by ordinary least squares as elasticities can be highly misleading...

Persistent link: https://www.econbiz.de/10010746706

Cycles in basic innovations

Groot, E.A. de; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2005

innovations. For an annual time series of count data covering 1764-1976, we fit a harmonic Poisson regression model. The results … series of count data covering 1764-1976, we fit a harmonic Poisson regression model. The results suggest the presence of … basic innovations. We propose a harmonic Poisson regression model for this purpose and test for the presence of multiple …

Persistent link: https://www.econbiz.de/10005042240

Networking Off Madison Avenue

Henderson, J. Vernon; Arzaghi, Mohammad - Census Bureau, Department of Commerce - 2005

This paper examines the effect on productivity of having more near advertising agency neighbors and hence better opportunities for meetings and exchange within Manhattan. We will show that there is extremely rapid spatial decay in the benefits of having more near neighbors even in the close...

Persistent link: https://www.econbiz.de/10005058746

Quality Sorting and Networking: Evidence from the Advertising Agency Industry

Arzaghi, Mohammad - Census Bureau, Department of Commerce - 2005

This paper provides a model of knowledge sharing and networking among single unit advertising agencies and investigates the implications of this model in the presence of heterogeneity in agencies’ quality. In a stylized screening model, we show that, under a modest set of assumptions, the...

Persistent link: https://www.econbiz.de/10005058803

Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables

Miranda, Alfonso; Rabe-Hesketh, Sophia - Centre for Economic Research, School of Economics and … - 2005

Studying behaviour in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable (also known as a regime switch variable) or in which the response variable is observed only if a particular selection condition is met. In either...

Persistent link: https://www.econbiz.de/10005636075

On the scope of agglomeration economies: Evidence from Catalan zip codes

Monseny, Jordi Jofre - Institut d'Economia de Barcelona (IEB), Facultat … - 2005

This paper aims at studying the scope of agglomerations economies empirically. In particular, two issues are explored. First, the industrial scope of agglomeration economies is analysed, by comparing the effects arising from co-localization of same industry firms (localization economies) to the...

Persistent link: https://www.econbiz.de/10005612341

The Log of Gravity

Silva, Joao Santos; Tenreyro, Silvana - Centre for Economic Performance, LSE - 2005

's inequality, Poisson regression, Preferential-trade agreements JEL Classifications: C13, C21, F10, F11, F12, F15 Data: Feenstra … econometric programs with commands that permit the estimation of Poisson regression, even when the dependent variables are not … models. 13 See Cameron and Trivedi (1998) and Winkelmann (2003) for more details on the Poisson regression and on more …

Persistent link: https://www.econbiz.de/10005151044

Alternative distributions for observation driven count series models

Drescher, Daniel (contributor) - 2005

Observation-driven models provide a flexible framework for modelling time series of counts. They are able to capture a wide range of dependence structures. Many applications in this field of research are concerned with count series whose conditional distribution given past observations and...

Persistent link: https://www.econbiz.de/10003005994