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  • Search: subject:"Parameter-driven model"
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Year of publication
Subject
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Efficient Importance Sampling 2 GLARMA 2 Markov Chain Monte-Carlo 2 Observation-driven model 2 Ordered Probit 2 Parameter-driven model 2 Theorie 1 Zeitreihenanalyse 1 Zähldatenmodell 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Jung, Robert 2 Kukuk, Martin 2 Liesenfeld, Roman 2
Institution
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1
Published in...
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Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Time Series of Count Data : Modelling and Estimation
Jung, Robert; Kukuk, Martin; Liesenfeld, Roman - Institut für Volkswirtschaftslehre, … - 2005
This paper compares various models for time series of counts which can account for discreetness, overdispersion and serial correlation. Besides observation- and parameter-driven models based upon corresponding conditional Poisson distributions, we also consider a dynamic ordered probit model as...
Persistent link: https://www.econbiz.de/10005082836
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Cover Image
Time Series of Count Data: Modelling and Estimation
Jung, Robert; Kukuk, Martin; Liesenfeld, Roman - 2005
This paper compares various models for time series of counts which can account for discreetness, overdispersion and serial correlation. Besides observation- and parameter-driven models based upon corresponding conditional Poisson distributions, we also consider a dynamic ordered probit model as...
Persistent link: https://www.econbiz.de/10010296244
Saved in:
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