On variance estimation in a negative binomial time series regression model (Q450867): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Time series count data regression
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+A negative binomial model for time series of counts
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+Mixing: Properties and examples
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+The jackknife and the bootstrap for general stationary observations
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+Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subseries Methods in Regression
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+Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
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+Blockwise empirical likelihood for time series of counts
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+A regression model for time series of counts
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+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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