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Contribution Details

Type Book/Research Monograph
Scope Discipline-based scholarship
Title Econometric Analysis of Count Data
Organization Unit
Authors
  • Rainer Winkelmann
Status Published in final form
Language
  • English
Place of Publication Berlin
Publisher Springer
ISBN 978-3-540-77648-2
Series Name Lecture Notes in Economics and Mathematical Systems
Volume 410
Number of Pages 333
Date 2008
Abstract Text The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.
Official URL http://www.springer.com/economics/econometrics/book/978-3-540-77648-2
Digital Object Identifier 10.1007/978-3-540-78389-3
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Additional Information 5th ed.