Effects of Explanatory Variables in Count Data Moving Average Models

This note gives dynamic effects of discrete and continuous explanatory variables for count data or integer-valued moving average models. An illustration based on a model for the number of transactions in a stock is included.

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Year of publication:	2006-04-05
Authors:	Brännäs, Kurt ; Lönnbark, Carl
Institutions:	Institutionen för Nationalekonomi, Umeå Universitet
Subject:	INMA model \| Marginal effect \| Intra-day \| Financial data

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Extent:	application/pdf
Series:	Umeå Economic Studies.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Umeå Economic Studies Number 679 6 pages
Classification:	C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G12 - Asset Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005197989