Workshop Presentations by Yoshitsugu Kitazawa, Kyushu Sangyo University
E-mail: kitazawa@ip.kyusan-u.ac.jp
March 7 (Friday), 2008
Place: Korea University
Title of Paper: Some additional moment conditions for a dynamic count panel data model
Author: Yoshitsugu Kitazawa
Abstract: This paper proposes some additional moment conditions for the linear feedback model formulated in count panel data model, proposed by Blundell et al. (2002). It is shown that the moment conditions based on the quasi-differenced transformation proposed by Chamberlain (1992) and Wooldridge (1997) and some additional moment conditions are derived by using a new operation which the assumptions for disturbances underlie. Two kinds of the additional moment conditions are conceptually equivalent to those proposed by Windmeijer (2000) and Crépon and Duguet (1997) in some regards. Some GMM estimators are constructed using these moment conditions. The small sample performances for the GMM estimators are investigated with some Monte Carlo experiments and it is shown that the GMM estimators perform well when using the additional moment conditions, with minor exceptions.
Full Paper Download:
http://www.ip.kyusan-u.ac.jp/J/kitazawa/SEMINARS/korea_u080307.pdf
(revised on 2008.08.22)
June 9 (Tuesday), 2009
Place: Kyushu University
Title of Paper: Equidispersion and moment conditions for count panel data model
Author: Yoshitsugu Kitazawa
Abstract: This paper proposes some new moment conditions under the assumption of the equidispersion in count panel data model. These are obtained by using the association between variances and covariances in the disturbance. Some Monte Carlo experiments configured for the Poisson model show that the GMM estimators using the new moment conditions perform better than the conventional quasi-differenced GMM estimator and some gains are recognized in using the new moment conditions.
Full Paper Download:
http://www.ip.kyusan-u.ac.jp/J/kitazawa/SEMINARS/kyushu_u090609.pdf
June 19 (Thursday), 2014
Place: Ryukoku University
Title of Paper: Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model
Author: Yoshitsugu Kitazawa
Abstract: This paper advocates the transformations used for the consistent estimation of the full-fledged fixed effects zero-inflated Poisson model whose zero outcomes can arise from both of logit and Poisson parts and which equips both parts with the fixed effects. The valid moment conditions are constructed on the basis of the transformations. The finite sample behaviors of GMM and EL estimators employing the moment conditions are investigated by use of Monte Carlo experiments.
Full Paper Download:
http://www.ip.kyusan-u.ac.jp/J/kitazawa/CONF/cmes2014/kitazawa_zip140621.pdf
First Version:2009.06.06 Last Update: 2014.08.01