The most familiar fixed effects (FE) and random effects (RE) panel data treatments for count data were proposed by Hausman, Hall and Griliches (HHG) (1984). The Poisson FE model is particularly simple and is one of a small few known models in which the incidental parameters problem is, in fact,...

We present several modifications of the Poisson and negative binomial models for count data to accommodate cases in which the number of zeros in the data exceed what would typically be predicted by either model. The excess zeros can masquerade as overdispersion. We present a new test procedure...

Heckman s (1979) sample selection model has been employed in three decades of applications of linear regression studies. The formal extension of the method to nonlinear models, however, is of more recentvintage. A generic solution for nonlinear models is proposed in Terza (1998). We have...

Heckman's (1979) sample selection model has been employed in three decades of applications of linear regression studies. The formal extension of the method to nonlinear models, however, is of more recent vintage. A generic solution for nonlinear models is proposed in Terza (1998). We have...