Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy

DOI10.1080/07350015.2015.1102732MaRDI QIDQ6616617zbMATH OpenFDO

Authors Pedro H. C. Sant'Anna

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Goodness of fit tests for spectral distributions
• Inference For Autocorrelations Under Weak Assumptions
• Log-linear Poisson autoregression
• Maximum likelihood estimation for an observation driven model for Poisson counts
• Modeling frailty-correlated defaults using many macroeconomic covariates
• Observation-driven models for Poisson counts
• On autocorrelation in a Poisson regression model
• Poisson autoregression
• Quasi-likelihood inference for negative binomial time series models
• TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
• Testing for serial dependence in time series models of counts

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