Moment conditions for fixed effects count data models with endogenous regressors

Economics Letters

Volumn 68, Issue 1, 2000, Pages 21-24

  Windmeijer, Frank ^a  

^a INSTITUTE FOR FISCAL STUDIES   (United Kingdom)

Author keywords

C23; C25; Count panel data; Endogenous regressors; Generalised method of moments

Indexed keywords

EID: 0034419031     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00228-7     Document Type: Article

References (4)

1. Ahn S.C., Schmidt P. Efficient estimation of models for dynamic panel data. Journal of Econometrics. 68:1995;5-27.
2. Chamberlain G. Comment: sequential moment restrictions in panel data. Journal of Business and Economic Statistics. 10:1992;20-26.
3. Wooldridge, J.M., 1991. Multiplicative panel data models without the strict exogeneity assumption. Working Paper 574, MIT, Department of Economics.
4. Wooldridge J.M. Multiplicative panel data models without the strict exogeneity assumption. Econometric Theory. 13:1997;667-678.