This paper proposes some additional moment conditions for the linear feedback model formulated in count panel data model, proposed by Blundell et al.(2002). It is shown that the moment conditions based on the quasi-differenced transformation proposed by Chamberlain (1992) and Wooldridge (1997)...

This paper proposes some moment conditions associated with an appropriate specification of negative binomial model for count panel data, which is proposed by Hausman et al. (1984). The newly proposed moment conditions enable researchers to conduct the consistent estimation of the model under...

This paper proposes some new moment conditions under the assumption of the equidispersion in count panel data model. These are obtained by using the association between variances and covariances in the disturbance. Some Monte Carlo experiments configured for the Poisson model show that the GMM...

In this paper, a simple transformation is proposed for the fixed effects logit model, using which some valid moment conditions including the first-order condition for one of the conditional MLE proposed by Chamberlain (1980) can be generated. Some Monte Carlo experiments are carried out for the...

This paper proposes the transformations for the dynamic fixed effects logit models. Firstly, the transformations construct the valid moment conditions (including the stationarity moment conditions) for the case without explanatory variable. Combining portions of the valid moment conditions gives...

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...