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A forward demeaning transformation for a dynamic count panel data model

Author

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  • Yoshitsugu Kitazawa

    (Faculty of Economics, Kyushu Sangyo University)

Abstract

In this note, a forward demeaning transformation is proposed for the linear feedback model with the explanatory variables being strictly exogenous on count panel data. This transformation is analogous to that proposed by Arellano and Bover (1995) for the ordinary dynamic panel data model.

Suggested Citation

  • Yoshitsugu Kitazawa, 2010. "A forward demeaning transformation for a dynamic count panel data model," Discussion Papers 39, Kyushu Sangyo University, Faculty of Economics.
    • Handle: RePEc:kyu:dpaper:39
    as

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    File URL: http://www.ip.kyusan-u.ac.jp/keizai-kiyo/dp39.pdf
    File Function: First version, 2010
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    References listed on IDEAS

    as
    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
    3. Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May.
    5. Tony Lancaster, 2002. "Orthogonal Parameters and Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(3), pages 647-666.
    6. Hausman, Jerry & Hall, Bronwyn H & Griliches, Zvi, 1984. "Econometric Models for Count Data with an Application to the Patents-R&D Relationship," Econometrica, Econometric Society, vol. 52(4), pages 909-938, July.
    7. Yoshitsugu Kitazawa, 2009. "A negative binomial model and moment conditions for count panel data," Discussion Papers 34, Kyushu Sangyo University, Faculty of Economics.
    8. Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(5), pages 667-678, October.
    9. Yoshitsugu Kitazawa, 2009. "Equidispersion and moment conditions for count panel data model," Discussion Papers 33, Kyushu Sangyo University, Faculty of Economics.
    10. Yoshitsugu Kitazawa, 2007. "Some additional moment conditions for a dynamic count panel data model," Discussion Papers 29, Kyushu Sangyo University, Faculty of Economics, revised Aug 2008.
    11. Richard Blundell & Rachel Griffith & John van Reenen, 1999. "Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(3), pages 529-554.
    12. Chamberlain, Gary, 1992. "Sequential Moment Restrictions in Panel Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 20-26, January.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    forward demeaning; linear feedback model; strictly exogenous explanatory variables; count panel data;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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    This paper has been announced in the following NEP Reports:

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