scientific article; zbMATH DE number 431756

MaRDI QIDQ3138532zbMATH OpenFDO

Authors Gerd Ronning, Robert C. Jung

Publication date 26 July 1994

zbMATH Keywords

autoregressive processcount datainitial conditionspanel datasimulation resultssmall sample sizes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Estimation in conditional first order autoregression with discrete support
• Individual effects and dynamics in count data models.
• Panel data regression for counts
• Improved estimation for Poisson INAR(1) models
• A new estimation for INAR(1) process with Poisson distribution

Cited in

(10)

• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• Individual effects and dynamics in count data models.
• An INAR(1) negative multinomial regression model for longitudinal count data
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Some ARMA models for dependent sequences of poisson counts
• ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
• Analysis of low count time series data by poisson autoregression
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• Bias reduction for improved inference and diagnostic analysis in non-stationary Poisson INARX models with time-varying covariates
• Estimation in conditional first order autoregression with discrete support

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