We note that the existence of the maximum likelihood estimates in Poisson regression depends on the data configuration, and propose a strategy to identify the existence of the problem and to single out the regressors causing it.

We extend the simulation results in Santos Silva and Tenreyro (2006, The log of gravity, The Review of Economics and Statistics, 88, 641-658) by considering a novel data-generating process. Our results confirm that the Poisson pseudo-maximum likelihood estimator is generally well behaved, even...