scientific article; zbMATH DE number 431756

MaRDI QIDQ3138532zbMATH OpenFDO

Authors Gerd Ronning, Robert C. Jung

Publication date 26 July 1994

zbMATH Keywords

count datapanel datasimulation resultsautoregressive processsmall sample sizesinitial conditions

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

(9)

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

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