Duration, transition and count data models. Conference. Paris, France. December 1992

MaRDI QIDQ1362491zbMATH OpenFDO

Authors

Publication date 21 August 1997

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

ConferenceProceedingsDurationParis (France)TransitionCount data models

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Recommendations

• Transition models for count data: a flexible alternative to fixed distribution models
• Time series of count data: Modeling, estimation and diagnostics
• scientific article; zbMATH DE number 5280172
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• On Edgeworth models for count time series
• Nonparametric estimation of transition probabilities in a two-stage duration model
• On construction and simulation of count data models

Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Bivariate Survival Models Induced by Frailties
• Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
• The Estimation of Choice Probabilities from Choice Based Samples

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