Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
DOI10.1214/12-BJPS204zbMATH Open1319.62194MaRDI QIDQ398202FDOQ398202
Authors: Vandna Jowaheer, R. Prabhakar Rao, Brajendra C. Sutradhar 
Publication date: 12 August 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1396615439
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regression parametersconditional autocorrelationsconsistency and efficiencygeneralized quasi-likelihood estimating equationsnonstationary countsrandom effects causing overdispersion
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Approximate Inference in Generalized Linear Mixed Models
- An overview on regression models for discrete longitudinal responses
- Dynamic mixed models for familial longitudinal data
- Distribution-free estimation of some nonlinear panel data models
- Consistent Estimators in Generalized Linear Mixed Models
- On exact quasilikelihood inference in generalized linear mixed models
- Title not available (Why is that?)
- GMM versus GQL inferences for panel count data
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
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Semi-parametric models for negative binomial panel data
- Analyzing the full BINMA time series process using a robust GQL approach
- Inferences in semi-parametric dynamic mixed models for longitudinal count data
- Improved mixed model for longitudinal data analysis using shrinkage method
- Inferences in longitudinal count data models with measurement errors in time dependent covariates
- 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
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