I have a count variable as the dependent variable and several continuous regressors on the RHS. The dependent variable and some regressors are supposed to be endogenous to unobserved factors. I have a set of IVs for the endogenous regressors.
I have two questions:
- Is there any model for count panel data (especially for fixed effect) that addresses endogenous regressors?
I have been looking into the literature and have not found anything. It is either count models for panel data, or count models for endogenous regressors, not both.
- Some books mention that it is difficult to address endogeneity in count panel data, but they do not really explain why. Anyone knows why?