Econometric Analysis of Count Data

The book provides graduate students & researchers with an up-to-date survey of econometric & statistical techniques for the analysis of count data, with a focus on regression models. Specialized discrete data probability models are required in order to interpret results in terms of an underlying structural process, & to use the model for predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting & clustered sampling. Testing & estimation is discussed, including Bayesian inference. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography & health sciences.