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Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-52190

Boes, Stefan (2004). Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors. Working paper series / Socioeconomic Institute No. 404, University of Zurich.

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Abstract

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.

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Additional indexing

Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Economics
Working Paper Series > Socioeconomic Institute (former)
DDC:330 Economics
JEL Classification:C14, C25, J13
Language:English
Date:March 2004
Deposited On:29 Nov 2011 22:32
Last Modified:09 Jul 2012 05:03
Series Name:Working paper series / Socioeconomic Institute
Official URL:http://www.econ.uzh.ch/wp.html

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