Although it offers a favourable statistical support, Gourieroux and Jasiak (2001)
emphasizes that the Poisson distribution presents significant constraints that limit its use.
The Poisson distribution implies equality of variance and mean, a property called
equidispersion that, as sustained in Cameron and Trivedi (1999), is a particular form of
unobserved heterogeneity. One of the well-known consequences of unobserved
heterogeneity in count data analysis is overdispersion which means that the variance
exceeds the mean. Other explanation is provided by Jong and Heller (2013) who termed the
overdispersion as extra-Poisson variation because this type of data displays far greater
variance than that predicted by the Poisson model.