Tobit models for count time series
From MaRDI portal
Cites work
- A binomial integer-valued ARCH model
- A model for integer-valued time series with conditional overdispersion
- A non-stationary integer-valued autoregressive model
- A parametric time series model with covariates for integers in Z
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- An Introduction to Discrete‐Valued Time Series
- Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference
- Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
- Dynamic Censored Regression and the Open Market Desk Reaction Function
- Estimation of cross sectional and panel data censored regression models with endogeneity
- Estimation of Relationships for Limited Dependent Variables
- Exact computation of censored least absolute deviations estimator
- scientific article; zbMATH DE number 3837235 (Why is no real title available?)
- scientific article; zbMATH DE number 3165877 (Why is no real title available?)
- scientific article; zbMATH DE number 5297601 (Why is no real title available?)
- scientific article; zbMATH DE number 3901871 (Why is no real title available?)
- scientific article; zbMATH DE number 3201129 (Why is no real title available?)
- Integer-Valued GARCH Process
- Least absolute deviations estimation for the censored regression model
- Log-linear Poisson autoregression
- Mixing properties of integer-valued GARCH processes
- Mixing properties of the dynamic Tobit model with mixing errors
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modelling time series of counts with overdispersion
- On the propagation of low-rate measurement error to subgraph counts in large networks
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Poisson autoregression
- Poisson difference integer valued autoregressive model of order one
- Softplus INGARCH Model
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Time Series Approach to the Evolution of Networks: Prediction and Estimation
- Univariate Discrete Distributions
Cited in
(2)
This page was built for publication: Tobit models for count time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7029378)