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Modelling Panel Count Data With Excess Zeros: A Hurdle

By José M. R. Murteira and Faculdade De Economia

Abstract

This paper presents a hurdle-type regression model for panel count data. Some features of the data generating process require a modelling approach that di¤ers from commonly used count data models. The proposed speci\u85cation is intended for count data with excess zeros and bounded support. Estimation of the model is sug-gested through conditional least squares and maximum likelihood, the performance of which is compared on the basis of a small simulation study. JEL classi\u85cation: C23, C25 Key Words: panel count data; hurdle model; conditional least squares; maximum likelihood

Topics: I am grateful to João Santos Silva for helpful comments. Support from Fundação para a Ciência e
Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.548.8647
Provided by: CiteSeerX
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