基于计数数据的计量经济学模型:一些估计量和检验的比较与应用

Econometric models based on count data. Comparisons and applications of some estimators and tests

Journal of Applied Econometrics · 1986
被引 1778 · 同刊同年前 4%
人大 AABS 3

中文导读

讨论因变量为非负整数的单方程简化式模型的设定、估计和检验,从泊松和复合泊松模型出发,探讨多种随机模型及其含义,并比较不同估计量的性质,最后应用于医生咨询次数模型。

Abstract

Abstract This paper deals with specification, estimation and tests of single equation reduced form type equations in which the dependent variable takes only non‐negative integer values. Beginning with Poisson and compound Poisson models, which involve strong assumptions, a variety of possible stochastic models and their implications are discussed. A number of estimators and their properties are considered in the light of uncertainty about the data generation process. The paper also considers the role of tests in sequential revision of the model specification beginr ing with the Poisson case and provides a detailed application of the estimators and tests to a model of the number of doctor consultations.

计数数据模型泊松模型复合泊松模型估计量检验