A parameter-driven logit regression model for binary time series

DOI10.1111/JTSA.12076MaRDI QIDQ5176851zbMATH OpenOpenAlexFDO

Authors Rongning Wu, Yunwei Cui

Publication date 4 March 2015

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12076

zbMATH Keywords

generalized linear modelvariance estimationautocorrelationnon-stationarityregression analysislatent processkernel-based methodbinary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3734998 (Why is no real title available?)
• A negative binomial model for time series of counts
• Conditional inference in linear versus nonlinear models for binary time series
• Dynamic probit models and financial variables in recession forecasting
• Longitudinal data analysis using generalized linear models
• M-estimation for autoregression with infinite variance
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Nonparametric estimation equations for time series data.
• On autocorrelation in a Poisson regression model
• On variance estimation in a negative binomial time series regression model
• Optimal smoothing in single-index models
• Partial Likelihood Inference For Time Series Following Generalized Linear Models
• Regression models for binary time series with gaps
• Robust estimates in generalized partially linear single-index models
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

Cited in

(8)

• Classical inference for time series of count data in parameter-driven models
• An Econometric Analysis of Some Models for Constructed Binary Time Series
• Conditional inference in linear versus nonlinear models for binary time series
• Modeling lottery incentives for daily adherence
• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
• On categorical time series models with covariates
• Marginal estimation of parameter driven binomial time series models
• scientific article; zbMATH DE number 774845 (Why is no real title available?)

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