Pseudo Maximum Likelihood Methods: Applications to Poisson Models

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(95)

Measurement by subjective estimation: Testing for separable representations
Pseudo maximum likelihood estimation: The asymptotic distribution
Overdispersion tests for truncated Poisson regression models
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Semiparametric estimation of count regression models
Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
Semiparametric estimation of heterogeneous count data models
Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
Private health insurance and public expenditures in Jamaica
Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
Debt, moral hazard and airline safety: An empirical evidence
Unobservables in count data models for on-site samples
Score-driven dynamic patent count panel data models
A simple test for exogeneity in probit, logit, and Poisson regression models
A count data model for gamma waiting times
Individual effects and dynamics in count data models.
Quantile estimation under possibly misspecified generalised linear model
Functional forms for the negative binomial model for count data
Limit theorems for regression models of time series of counts
Option pricing with discrete time jump processes
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
Empirical process results for exchangeable arrays
Parametric modeling of quantile regression coefficient functions with count data
Bias in instrumental-variable estimators of fixed-effect models for count data
Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
Model selection of M-estimation models using least squares approximation
Stochastic volatility duration models
Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion
MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
Estimation of mis-specified long memory models
Quasi-likelihood inference for negative binomial time series models
A semi-nonparametric approach to model panel count data
Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates
Count data models with correlated unobserved heterogeneity
Testing competing models for non-negative data with many zeros
Multivariate fractional regression estimation of econometric share models
The design of an optimal bonus-malus system based on the Sichel distribution
Multivariate Latent Risk: A Credibility Approach
Bivariate Time Series Modeling of Financial Count Data
Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study
A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
Testing for presence of a latent process in count series
Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
Pseudo Maximum Likelihood Methods: Theory
Pseudo maximum likelihood estimation for the dirichlet-multinomial distribution
A Tobit-type estimator for the censored Poisson regression model
Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods
scientific article; zbMATH DE number 1263736 (Why is no real title available?)
Tests for serial correlation and overdispersion in a count data regression model^∗
Count data models for demographic data∗
Generalized poisson regression for positive count data
Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
Experience Rating Schemes for Fleets of Vehicles
DYNAMIC FACTOR MODELS
A local maximum likelihood estimator for Poisson regression
Spatial Regression-Based Model Specifications for Exogenous and Endogenous Spatial Interaction
A Bayesian Spatial Interaction Model Variant of the Poisson Pseudo-Maximum Likelihood Estimator
The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations
Pseudo maximum likelihood estimation of the univariate GARCH(2,2) and asymptotic normality under dependent innovations
Interaction terms in Poisson and log linear regression models
Modelling and estimating individual and firm effects with count panel data
Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
Time series count data regression
Artificial neural networks: an econometric perspective^∗
Longitudinal models for polytomous responses
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
Bivariate Residual Plots With Simulation Polygons
Applying the GLM variance assumption to overcome the scale-dependence of the negative binomial QGPML estimator
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations
On the bivariate negative binomial regression model
A beta inflated mean regression model for fractional response variables
Intensity-based estimation of extreme loss event probability and value at risk
Optimal bonus-malus systems using finite mixture models
Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
A review of INMA integer-valued model class, application and further development
On improving the robustness and reliability of Rao's score test
Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians
Mean regression model for the zero-truncated Poisson distribution and its generalization
Blockwise empirical likelihood for time series of counts
Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
Intercept estimation in nonlinear selection models
Transmission based association test for multivariate phenotype using quasi likelihood
Fertility, economic incentives and individual heterogeneity: register data-based evidence from France and Germany
Disease mapping via negative binomial regression M-quantiles
Small area prediction of counts under machine learning-type mixed models
Logs with zeros? Some problems and solutions
Thompson sampling for zero-inflated count outcomes with an application to the drink less mobile health study
A beta prime ARMA model for positive time series
Fourth order pseudo maximum likelihood methods
On maximum likelihood estimation for count data models
Testing nested or non-nested hypotheses
A new approach for modeling economic count data
Heterogeneous INAR(1) model with application to car insurance
On the existence of the maximum likelihood estimates in Poisson regression

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