Individual effects and dynamics in count data models
Tài liệu tham khảo
Ahn, 1995, Efficient estimation of models for dynamic panel data, Journal of Econometrics, 68, 5, 10.1016/0304-4076(94)01641-C
Al-Osh, 1987, First-order integer valued autoregressive (INAR(1)) process, Journal of Time Series Analysis, 8, 261, 10.1111/j.1467-9892.1987.tb00438.x
Alzaid, 1990, Integer-valued pth order autoregressive structure (INAR(p)) process, Journal of Applied Probability, 27, 314, 10.2307/3214650
Arellano, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, Review of Economic Studies, 58, 277, 10.2307/2297968
Becketti, 1988, The PSID after fourteen years: an evaluation, Journal of Labor Economics, 6, 472, 10.1086/298192
Bloom, N., Van Reenen, J., 2000. Real options, patents, productivity and market value: evidence from a panel of British firms. Working paper series no. W00/21, Institute for Fiscal Studies, London.
Blundell, 1998, Initial conditions and moment restrictions in dynamic panel data models, Journal of Econometrics, 87, 115, 10.1016/S0304-4076(98)00009-8
Blundell, 1995, Dynamic count data models of technological innovation, The Economic Journal, 105, 333, 10.2307/2235494
Blundell, R., Griffith, R., Windmeijer, F., 1999. Individual effects and dynamics in count data models. Working paper series no. W99/3, Institute for Fiscal Studies.
Bound, 1982, Who does R&D and who patents?
Böckenholt, 1999, Mixed INAR(1) poisson regression models: analyzing heterogeneity and serial dependencies in longitudinal count data, Journal of Econometrics, 89, 317, 10.1016/S0304-4076(98)00069-4
Brännäs, K., 1994. Estimation and testing in integer valued AR(1) models. Umeå Economic Studies Paper No. 335, Department of Economics, University of Umeå, February.
Cameron, 1986, Econometric models based on count data: comparisons and applications of some estimators and tests, Journal of Applied Econometrics, 1, 29, 10.1002/jae.3950010104
Cameron, 1998
Chamberlain, 1984, Panel data, 10.1016/S1573-4412(84)02014-6
Chamberlain, 1992, Comment: sequential moment restrictions in panel data, Journal of Business & Economic Statistics, 10, 20, 10.2307/1391799
Chamberlain, G., 1993. Feedback in panel data models. Mimeo, Econometric Society Summer Meeting, Boston, June.
Cincera, 1997, Patents, R&D, and technological spillovers at the firm level: some evidence from econometric count models for panel data, Journal of Applied Econometrics, 12, 265, 10.1002/(SICI)1099-1255(199705)12:3<265::AID-JAE439>3.0.CO;2-J
Crépon, 1997, Estimating the innovation function from patent numbers: GMM on count panel data, Journal of Applied Econometrics, 12, 243, 10.1002/(SICI)1099-1255(199705)12:3<243::AID-JAE444>3.0.CO;2-4
Gourieroux, 1984, Pseudo maximum likelihood methods: applications to poisson models, Econometrica, 52, 701, 10.2307/1913472
Gustman, 1995, Retirement research using the health and retirement survey, Journal of Human Resources, 30, 557
Hall, 1986, Patents and R and D: is there a lag?, International Economic Review, 27, 265, 10.2307/2526504
Hansen, 1982, Large sample properties of generalized method of moments estimators, Econometrica, 50, 1029, 10.2307/1912775
Hausman, 1984, Econometric models for count data and an application to the patents-R&D relationship, Econometrica, 52, 909, 10.2307/1911191
Holtz-Eakin, 1988, Estimating vector autoregressions with panel data, Econometrica, 56, 1371, 10.2307/1913103
Jin-Guan, 1991, The integer-valued autoregressive (INAR(p)) model, Journal of Time Series Analysis, 12, 129, 10.1111/j.1467-9892.1991.tb00073.x
Lancaster, T., 1999. Orthogonal parameters and panel data. Mimeo, Brown University.
McKenzie, 1988, Some ARMA models for dependent sequences of poisson counts, Advances in Applied Probability, 20, 822, 10.2307/1427362
McCullagh, 1989, vol. 37
Montalvo, 1997, GMM estimation of count-panel-data models with Fixed Effects and Predetermined Instruments, Journal of Business and Economic Statistics, 15, 82, 10.2307/1392077
Nickell, 1981, Biases in dynamic models with fixed effects, Econometrica, 39, 359
Pavitt, 1987, The size distribution of innovating firms in the UK: 1945–83, Journal of Industrial Economics, 35, 297, 10.2307/2098636
Ronning, 1992, Estimation of a first order autoregressive process with Poisson marginals for count data, vol. 78, 188
Staiger, 1997, Instrumental variables regression with weak instruments, Econometrica, 65, 557, 10.2307/2171753
Windmeijer, 2000, Moment conditions for fixed effects count data models with endogenous regressors, Economics Letters, 68, 21, 10.1016/S0165-1765(00)00228-7
Winkelmann, 2000
Wooldridge, J.M., 1991. Multiplicative panel data models without the strict exogeneity assumption. MIT Working paper No. 574.
Wooldridge, 1997, Multiplicative panel data models without the strict exogeneity assumption, Econometric Theory, 13, 667, 10.1017/S0266466600006125