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A dynamic hurdle model for zeroinflated panel count data

Belloc, Filippo

A dynamic hurdle model for zeroinflated panel count data created by Filippo Belloc , Mauro Bernardi , Antonello Maruotti and Lea Petrella - Applied economics letters Volume 20, number 9 .

This article proposes an approximate conditional dynamic finite mixture hurdle model for panel count data with excess of zeros and endogenous initial conditions. We provide parameter estimates by using the Expectation-Maximization (EM) algorithm in a Nonparametric Maximum Likelihood (NPML) framework. An application to a unique data set on traffic violation counts of a subpopulation of Italian drivers is given.

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Hurdle model--Finite mixture--Dynamic models

HB1.A666 APP