Windmeijer, F A G; Silva, J M C Santos - In: Journal of Applied Econometrics 12 (1997) 3, pp. 281-94
The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors. Count data models can be specified with additive or multiplicative errors. It is shown that, in general, a set of instruments is not orthogonal to both error types....