Tests for serial correlation and overdispersion in a count data regression model∗

DOI10.1080/00949659508811703MaRDI QIDQ4352558zbMATH OpenOpenAlexFDO

Authors Per Johansson

Publication date 28 January 1998

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659508811703

zbMATH Keywords

generalized method of moment approachLagrange multiplier testsMonte Carlooverdispersionserial correlationtime series count data regression modelWald type tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A method of moments interpretation of sequential estimators
• A regression model for time series of counts
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Diagnostic testing and evaluation of maximum likelihood models
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Generalized method of moments specification testing
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 778130 (Why is no real title available?)
• Large Sample Properties of Generalized Method of Moments Estimators
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Some ARMA models for dependent sequences of poisson counts
• Some remarks on overdispersion
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Time series count data regression
• Two Stage and Related Estimators and Their Applications

Cited in

(7)

• Saddlepoint tests for accurate and robust inference on overdispersed count data
• Panel data regression for counts
• Testing for presence of a latent process in count series
• Goodness-of-fit for longitudinal count data with overdispersion
• scientific article; zbMATH DE number 1054356 (Why is no real title available?)
• An extension of an over-dispersion test for count data
• Time series count data regression

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