F. Windmeijer, “GMM for Panel Count Data Models,” In: L. Mátyás and P. Sevestre, Eds., The Econometrics of Panel Data. Fundamentals and Recent Developments in Theory and Practice, 3rd Edition, Springer, Berlin, Heidelberg, 2008, pp. 603-624. http://dx.doi.org/10.1007/978-3-540-75892-1_18

has been cited by the following article:

• TITLE: Some Additional Moment Conditions for a Dynamic Count Panel Data Model with Predetermined Explanatory Variables

  AUTHORS: Yoshitsugu Kitazawa

  KEYWORDS: Count Panel Data; Linear Feedback Model; Moment Conditions; GMM; Monte Carlo Experiments

  JOURNAL NAME: Open Journal of Statistics, Vol.3 No.5, October 9, 2013

  ABSTRACT: This paper proposes some additional moment conditions for the linear feedback model with explanatory variables being predetermined, which is proposed by [1] for the purpose of dealing with count panel data. The newly proposed moment conditions include those associated with the equidispersion, the Negbin I-type model and the stationarity. The GMM estimators are constructed incorporating the additional moment conditions. Some Monte Carlo experiments indicate that the GMM estimators incorporating the additional moment conditions perform well, compared to that using only the conventional moment conditions proposed by [2,3].