Time series count data regression
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Recommendations
- Tests for serial correlation and overdispersion in a count data regression model∗
- Time series of count data: Modeling, estimation and diagnostics
- Poisson QMLE of count time series models
- Independence, successive and conditional likelihood for time series of counts
- A regression model for time series of counts
Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A regression model for time series of counts
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Some ARMA models for dependent sequences of poisson counts
- Some remarks on overdispersion
- Specification Test for Poisson Regression Models
Cited in
(28)- Independence, successive and conditional likelihood for time series of counts
- Classical inference for time series of count data in parameter-driven models
- Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion
- Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data
- Absolute regularity and ergodicity of Poisson count processes
- Useful models for time series of counts or simply wrong ones?
- The combined Poisson INMA\((q)\) models for time series of counts
- Time series of count data: Modeling, estimation and diagnostics
- Tests for serial correlation and overdispersion in a count data regression model∗
- On count time series prediction
- Estimation for unequally spaced time series of counts with serially correlated random effects.
- Analysis of short time series with an over-dispersion model
- Panel data regression for counts
- On latent process models in multi-dimensional space
- On variance estimation in a negative binomial time series regression model
- GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
- A regression model for time series of counts
- Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates
- Testing for presence of a latent process in count series
- Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
- Semiparametric regression for time series of counts
- On autocorrelation in a Poisson regression model
- Order selection in GARMA models for count time series: a Bayesian perspective
- Overdispersed regression models for air pollution and human health
- Portmanteau test for randomness in poisson data
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data
- Monitoring a bivariate INAR(1) process with application to Hepatitis A
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