Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79356
Authors: 
Windmeijer, Frank
Year of Publication: 
2002
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP14/02
Abstract: 
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions based on multiplicative or additive errors; within groups fixed effects Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and allowing for predetermined or endogenous regressors; and quasi-differenced GMM for a dynamic linear feedback model. This manual describes in detail the various estimators, the data and software requirements, and the programme commands.
Subjects: 
Generalised Method of Moments , Count Data , Panel data
JEL: 
C13
C21
C23
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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