Boes
Fakultäten » Wirtschaftswissenschaftliche Fakultät » Volkswirtschaftslehre, Institut für » Prof. Dr. Rainer Winkelmann » Boes
Completed research project
| Title / Titel | Semiparametric Estimation of Count Data Models | ||
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| Abstract (PDF, 14 KB) | |||
| Summary / Zusammenfassung | 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 research project semiparametric estimation of count data models is further investigated. A main part of the research lies in the analysis of endogenous regressors, unobserved heterogeneity, and weak instruments within these models. The proposed estimators are applied to different empirical frameworks such as the relationship between fertility and education, the determinants of smoking behavior, and the number of doctor visits. | ||
| Publications / Publikationen | Boes, S., Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors, University of Zurich, SOI Working Paper 0404. | ||
| Keywords / Suchbegriffe | Nonparametric likelihood, Poisson model, endogeneity, weak instruments, unobserved heterogeneity. | ||
| Project leadership and contacts / Projektleitung und Kontakte |
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| Funding source(s) / Unterstützt durch |
Universität Zürich (position pursuing an academic career) |
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| Duration of Project / Projektdauer | Oct 2003 to Oct 2008 |