Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/76250
Authors: 
Boes, Stefan
Year of Publication: 
2004
Series/Report no.: 
Working Paper, Socioeconomic Institute, University of Zurich 0404
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.
Subjects: 
nonparametric likelihood
Poisson model
endogeneity
fertility and education
JEL: 
C14
C25
J13
Document Type: 
Working Paper

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