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	Provedor de dados AgEcon (2) Autor Brümmer, Bernhard (2) Prehn, Soren (2) Palavra-chave Excess Zeros (2) Gravity Model (2) Poisson Quasi Likelihood (2) Agribusiness (1) Agricultural Finance (1) Agricultural and Food Policy (1) Demand and Price Analysis (1) Exzess an Nullen (1) Financial Economics (1) Generalised Two Part Model (1) Generalisiertes Zwei-Teile Modell (1) Gravitationsmodell (1) Homogeneous Firm Trade Model (1) International Relations/Trade (1) Negatively Skewed Distribution (1) Overdispersion (1) Two Part Model (1) Mais... Tipo do documento Conference Paper or Presentation (2) Ano 2011 (2) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Estimation Issues in Single Commodity Gravity Trade Models AgEcon Prehn, Soren; Brümmer, Bernhard. Recently gravity trade models are applied to disaggregated trade data. Here many zeros are characteristic. In the presence of excess zeros usual Poisson Pseudo Maximum Likelihood (PPML) is still consistent, the variance covariance matrix however is invalid. Correct economic interpretation however requires also the last. So alternative estimators are looked for. Staub & Winkelmann [2010] argue that zeroinflated count data models (i.e. zero-inflated Poisson / Negative Binomial Pseudo Maximum Likelihood (ZIPPML / ZINBPML)) are no alternative since under model misspecification these estimators are inconsistent. Yet zero-inflated Poisson Quasi- Likelihood (PQL) is a reliable alternative. It is consistent even under model misspecifications and beyond that... Tipo: Conference Paper or Presentation Palavras-chave: Gravity Model; Homogeneous Firm Trade Model; Excess Zeros; Overdispersion; Negatively Skewed Distribution; Poisson Quasi Likelihood; Two Part Model; International Relations/Trade. Ano: 2011 URL: http://purl.umn.edu/114776 ESTIMATION ISSUES IN SINGLE COMMODITY GRAVITY TRADE MODELS AgEcon Prehn, Soren; Brümmer, Bernhard. Recently gravity trade models are applied to disaggregated trade data. Here many zeros are characteristic. In the presence of excess zeros usual Poisson Pseudo Maximum Likelihood (PPML) is still consistent, the variance covariance matrix however is invalid. Correct economic interpretation however requires also the last. So alternative estimators are looked for. STAUB &WINKELMANN (2010) argue that zero-inflated count data models (i.e. zero-inflated Poisson / Negative Binomial Pseudo Maximum Likelihood (ZIPPML / ZINBPML)) are no alternative since under model misspecification these estimators are inconsistent. Yet zeroinflated Poisson Quasi-Likelihood (PQL) is a reliable alternative. It is consistent even under model misspecifications and beyond that... Tipo: Conference Paper or Presentation Palavras-chave: Gravity Model; Excess Zeros; Poisson Quasi Likelihood; Generalised Two Part Model; Gravitationsmodell; Exzess an Nullen; Poisson Quasi Likelihood; Generalisiertes Zwei-Teile Modell; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Demand and Price Analysis; Financial Economics. Ano: 2011 URL: http://purl.umn.edu/114524 Registros recuperados: 2 Primeira ... 1 ... Última

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