We study a simple exogeneity test in count data models with possibly endogenous multinomial treatment. The test is based on Two Stage Residual Inclusion 2SRI). Results from a broad Monte Carlo study provide novel evidence on important features of this approach in nonlinear settings. We find...

When event data are retrospectively reported, more temporally distal events tend to get “heaped” on even multiples of reporting units. Heaping may introduce a type of attenuation bias because it causes researchers to mismatch time-varying right-hand side variables. We develop a model-based...

In this paper we propose a method to estimate models in which an endogenous dichotomous treatment affects a count outcome in the presence of either sample selection or endogenous participation using maximum simulated likelihood. We allow for the treatment to have an effect on both the sample...