• Medientyp: E-Book; Bericht
  • Titel: Empirical likelihood in count data models: The case of endogenous regressors
  • Beteiligte: Boes, Stefan [VerfasserIn]
  • Erschienen: Zurich: University of Zurich, Socioeconomic Institute, 2004
  • Sprache: Englisch
  • Schlagwörter: J13 ; C14 ; Statistische Verteilung ; Schätztheorie ; nonparametric likelihood ; C25 ; Nichtparametrisches Verfahren ; fertility and education ; Poisson model ; endogeneity
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  • Beschreibung: Recent advances in the econometric modelling of count data have often been based on the generalized method of moments (GMM). However, the two-step GMM procedure may perform poorly in small samples, and several empirical likelihood-based estimators have been suggested alternatively. In this paper I discuss empirical likelihood (EL) estimation for count data models with endogenous regressors. I carefully distinguish between parametric and semi-parametric methods and analyze the properties of the EL estimator by means of a Monte Carlo experiment. I apply the proposed method to estimate the effect of women's schooling on fertility.
  • Zugangsstatus: Freier Zugang