A zero-inflated negative binomial regression model with hidden Markov chain

DOI10.1016/J.ECONLET.2006.02.009MaRDI QIDQ1929401zbMATH OpenOpenAlexFDO

Authors Peiming Wang, Joseph D. Alba

Publication date 8 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.02.009

zbMATH Keywords

foreign direct investment (FDI)negative binomial distributionpanel count data with excess zerosserial dependence

Mathematics Subject Classification ID

Markov processes (60J99) Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20)

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Cites work

• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives
• scientific article; zbMATH DE number 3677051 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)

Cited in

(6)

• Modelling species abundance in a river by negative binomial hidden Markov models
• A new zero-inflated negative binomial methodology for latent category identification
• Improved shrinkage estimators in zero-inflated negative binomial regression model
• Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model
• A zero-inflated hidden semi-Markov model with covariate-dependent sojourn parameters for analysing marine data in the Venice lagoon
• Bayesian hierarchical joint model for analyzing zero-inflated count and binary data

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