A count data model with unobserved heterogeneity

Journal of Econometrics

Volumn 79, Issue 2, 1997, Pages 247-268

  Gourieroux, C ^a,b   Visser, M ^c  

^a CREST   (France)

^b CEPREMAP   (France)

^c CEMAGREF   (France)

Author keywords

Count data; Heterogeneity; Local Poisson model; Over and under dispersion

Indexed keywords

EID: 0041544142     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00022-5     Document Type: Article

References (21)

1. Cameron, A.C., Trivedi, P.K. 1986. Econometric models based on count data: Comparison and applications of some estimations and tests. Journal of Applied Econometrics 1, 29-53.
2. Cameron, A.C., Trivedi, P.K. 1990. Regression based tests for overdispersion in the Poisson model. Journal of Econometrics 46, 347-364.
3. Chesher, A., 1984. Testing for neglected heterogeneity. Econometrica 52, 865-872.
4. Consul, P., 1989. Generalized Poisson distributions. Marcel Dekker, New York.
5. Cox, D.R., 1983. Some remarks on overdispersion. Biometrika 70, 269-274.
6. Cox, D.R., Oakes, D., 1984. Analysis of Survival Data. Chapman & Hall, London.
7. Crepon, B., Duguet, E., 1997. Research and development, competition and innovation: pseudo maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity. This issue.
8. Dean, C., Lawless, J.F., 1989. Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association 84, 467-472.
9. Feller, W., 1971. An introduction to probability theory and its applications. vol. II. Wiley, New York.
10. Ganio, L.M., Schafer, D.W., 1992. Diagnostics for overdispersion. Journal of the American Statistical Association 87, 795-804.
11. Gourieroux, C., Monfort, A., 1990. Econometrics of count data: The A.L.D.P. model. CREST-INSEE, Working paper 9001.
12. Gurmu, S., Trivedi, P., 1992. Overdispersion tests for truncated Poisson regression models. Journal of Econometrics 54, 347-370.
13. Hausman, J., Hall, B., Griliches, Z., 1984. Econometric models for count data with an application to the Patents R and D relationship. Econometrica 52, 910-938.
14. Kalbfleisch, J.D., Prentice, R.L., 1980. The Statistical Analysis of Failure Time Data. Wiley, New York.
15. Kiefer, N.M., 1984. A simple test for heterogeneity in exponential models of duration. Journal of Labor Economics 2, 539-549.
16. Lancaster, T., 1985. Generalized residuals and heterogeneous duration models: with applications to the Weibull model. Journal of Econometrics 28, 113-126.
17. Lancaster, T., 1990. The econometric analysis of transition data. Cambridge Univ. Press.
18. Mullahy, J., 1986. Specification and testing in some modified count data models. Journal of Econometrics 35, 341-365.
19. Robin, J.M., 1993. Econometric analysis of the short-run fluctuations of households' purchases. Review of Economic Studies 60, 923-934.
20. Wedel, M., Desarbo, W., Bult, J., Ramaswamy, V., 1993. A latent class Poisson regression model for heterogeneous count data. Journal of Applied Econometrics 8, 397-411.
21. Winkelmann, R., 1993. A count data model for Gamma waiting times. Working paper, University of Munich.