The Asymmetric Count Data Moving Average Model

This note defines the asymmetric count data, first order moving average model and gives some of its basic properties. A brief account of conditional least squares estimation of unknown parameters is also given.

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Year of publication:	2012-05-23
Authors:	Brännäs, Kurt
Institutions:	Institutionen för Nationalekonomi, Umeå Universitet
Subject:	Moments \| Dual autoregression \| Invertibility \| Nonlinear \| Least squares estimation

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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 841 6 pages
Classification:	C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010611656