Search Results - subject:"Count Data"

Sinning, Mathias; Göhlmann, Silja; Bauer, Thomas - Rheinisch-Westfälisches Institut für … - 2006

). We develop a Blinder- Oaxaca decomposition method for count data models which allows to isolate the part of the gender …

Persistent link: https://www.econbiz.de/10005436100

Effects of Great Barrier Reef Degradation on Recreational Demand: A Contingent Behaviour Approach

Roebeling, Peter C.; Kragt, M.E.; Ruijs, A. - Fondazione ENI Enrico Mattei (FEEM) - 2006

’ socio-economic characteristics. A count data model is developed, and results indicate that an average visitor would …

Persistent link: https://www.econbiz.de/10005385454

Non-pecuniary returns to higher education: The effect on smoking intensity in the UK

Miranda, Alfonso; Bratti, Massimiliano - Centre for Economic Research, School of Economics and … - 2006

In this paper we investigate whether higher education (HE) produces non-pecuniary returns via a reduction in the consumption of health-damaging substances. In particular, the paper focuses on studying the smoking intensity of British individuals. We use data on current smokers from the 1970...

Persistent link: https://www.econbiz.de/10005416704

Local Asymptotic Normality and Efficient Estimation for inar (P) Models

Drost, Feike C.; Werker, Bas J.M.; van den Akker, R. - Tilburg University, Center for Economic Research - 2006

Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative...

Persistent link: https://www.econbiz.de/10011090285

Das nichtparametrische Behrens-Fisher-Problem: ein studentisierter Permutationstest und robuste Konfidenzintervalle für den Shift-Effekt ; The non-parametric Behrens-Fisher Problem: A Studentized Permutation Test and Robust Confidence Intervals for the Shift Effect

Neubert, Karin - 2006

Persistent link: https://www.econbiz.de/10010353184

Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

Deb, Partha; Trivedi, Pravin K. - In: Stata Journal 6 (2006) 2, pp. 246-255

We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb...

Persistent link: https://www.econbiz.de/10004964314

The relationship between religion and fertility: Evidence from Austria

Heineck, Guido - Departamento de Teoría e Historia Económica, Facultad … - 2006

Data from the Austrian Family and Fertility Survey are used to examine for the first time the contemporary relationship between religion and fertility in first unions in Austria. Although Austria is a Catholic country, results from a Poisson hurdle model show that both women s denominational...

Persistent link: https://www.econbiz.de/10005088362

Effects of Great Barrier Reef Degradation on Recreational Demand: A Contingent Behaviour Approach

Kragt, Marit Ellen; Roebeling, Peter C.; Ruijs, Arjan - International Association of Agricultural Economists - IAAE - 2006

on the visitors' socio-economic characteristics. A count data model is developed, and results indicate that an average …

Persistent link: https://www.econbiz.de/10005060619

TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA

Quoreshi, Shahiduzzaman - Institutionen för Nationalekonomi, Umeå Universitet - 2006

This thesis comprises four papers concerning modelling of financial count data. Paper [1], [2] and [3] advance the … long memory property of time series of count data and on applying the model in a financial setting. Paper [1 … transactions in intra-day data. The BINMA model allows for both positive and negative correlations between the count data …

Persistent link: https://www.econbiz.de/10005651931

A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data

Quoreshi, Shahiduzzaman - Institutionen för Nationalekonomi, Umeå Universitet - 2006

A vector integer-valued moving average (VINMA) model is introduced. The VINMA model allows for both positive and negative correlations between the counts. The conditional and unconditional first and second order moments are obtained. The CLS and FGLS estimators are discussed. The model is...

Persistent link: https://www.econbiz.de/10005652015