Categorical time series models for contingency tables

Models for time-dependent contingency tables are presented. Multinomial-logit, conditional exponential family, Markov chain and multinomial-Dirichlet models are discussed for bivariate binary time series. The models are applied to two real data sets.

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Year of publication:	2009
Authors:	Zhen, X. ; Basawa, I.V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 10, p. 1331-1336
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005023172