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Autor:innen: 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
Working Paper No. 0404
Verlag: 
University of Zurich, Socioeconomic Institute, Zurich
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 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.
Schlagwörter: 
nonparametric likelihood
Poisson model
endogeneity
fertility and education
JEL: 
C14
C25
J13
Dokumentart: 
Working Paper

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