stock market correlations between the United States and selected emerging economies. To this end, the Poisson Pseudo Maximum …

We introduce bimpoisson, a program to fit the bivariate mixed Poisson regression model by maximum simulated likelihood … using the two approaches proposed by Munkin and Trivedi ("Simulated maximum likelihood estimation of multivariate mixed-Poisson …

times follow a Poisson process but both the time horizon and the number of arrivals are finite. The result provides a … valuation of a discounted compound Poisson process with finite constraints and may be useful in stochastic modeling and risk …

We implement an instrumental-variable Poisson pseudo-maximum likelihood estimator with high-dimensional fixed effects …

hurdle-generalized Poisson and negative binomial distributions in a functional form for modeling insurance claim count data …