An alternative bivariate zero-inflated negative binomial regression model using a copula

We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

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Year of publication:	2011
Authors:	So, Sunha ; Lee, Dong-Hee ; Jung, Byoung Cheol
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 2, p. 183-185
Publisher:	Elsevier
Subject:	Bivariate negative binomial \| Copula \| Heterogeneous dispersion \| Negative correlation \| Zero inflation

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Type of publication:	Article
Classification:	C35 - Discrete Regression and Qualitative Choice Models ; C31 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572220