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| Type | Working Paper |
| Scope | Discipline-based scholarship |
| Title | Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors |
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| Institution | University of Zurich |
| Series Name | Working paper series / Socioeconomic Institute |
| Number | No. 404 |
| Date | 2004 |
| Abstract Text | 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. |
| Official URL | http://www.econ.uzh.ch/wp.html |
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