More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation
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Cited by:
- Hoang, Trang & Wooldridge, Jeffrey M., 2024. "Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels," Economics Letters, Elsevier, vol. 234(C).
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More about this item
Keywords
fixed effects Poisson; serial correlation; optimal instruments; generalized method of moments;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2023-02-13 (Discrete Choice Models)
- NEP-ECM-2023-02-13 (Econometrics)
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