Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
From MaRDI portal
(Redirected from Publication:398202)
Recommendations
- GMM versus GQL inferences for panel count data
- Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- A Semiparametric Regression Model for Panel Count Data: When Do Pseudo-likelihood Estimators Become Badly Inefficient?
- GQL estimation in linear dynamic models for panel data
Cites work
- scientific article; zbMATH DE number 5770584 (Why is no real title available?)
- An overview on regression models for discrete longitudinal responses
- Approximate Inference in Generalized Linear Mixed Models
- Consistent Estimators in Generalized Linear Mixed Models
- Distribution-free estimation of some nonlinear panel data models
- Dynamic mixed models for familial longitudinal data
- GMM versus GQL inferences for panel count data
- On exact quasilikelihood inference in generalized linear mixed models
Cited in
(24)- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
- GMM versus GQL inferences for panel count data
- Modelling a non-stationary BINAR(1) Poisson process
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models
- Computing with bivariate COM-Poisson model under different copulas
- Longitudinal mixed models with \(t\) random effects for repeated count and binary data
- Comparative GMM and GQL logistic regression models on hierarchical data
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- BINMA(1) model with COM-Poisson innovations: Estimation and application
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
- Semi-parametric models for negative binomial panel data
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Analyzing the full BINMA time series process using a robust GQL approach
- Inferences in semi-parametric dynamic mixed models for longitudinal count data
- Inferences in longitudinal count data models with measurement errors in time dependent covariates
- Improved mixed model for longitudinal data analysis using shrinkage method
- A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
This page was built for publication: Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q398202)