TITLE:
Some Additional Moment Conditions for a Dynamic Count Panel Data Model with Predetermined Explanatory Variables
AUTHORS:
Yoshitsugu Kitazawa
KEYWORDS:
Count Panel Data; Linear Feedback Model; Moment Conditions; GMM; Monte Carlo Experiments
JOURNAL NAME:
Open Journal of Statistics,
Vol.3 No.5,
October
9,
2013
ABSTRACT: This paper proposes some additional moment conditions for the linear
feedback model with explanatory variables being predetermined, which is
proposed by [1] for the purpose of dealing with count panel data. The newly
proposed moment conditions include those associated with the equidispersion,
the Negbin I-type model and the stationarity. The GMM estimators are
constructed incorporating the additional moment conditions. Some Monte Carlo
experiments indicate that the GMM estimators incorporating the additional
moment conditions perform well, compared to that using only the conventional
moment conditions proposed by [2,3].