In this paper we model absolute price changes of an option on the XETRA DAX index based on quote-by-quote data from the EUREX exchange. In contrast to other authors, we focus on a parameter-driven model for this purpose and use a Poisson Generalized Linear Model (GLM) with a latent AR(1) process...

This study examines the adoption of best-management practices (BMPs) in terms of the total number of practices implemented up to a certain period, using count data analysis. Poisson and negative binomial regressions were used to examine the likely determinants of producers’ decisions to...

Previous cross-sectional and intervention studies have suggested that pet owners may enjoy better physical and mental health than non-owners. This paper presents longitudinal evidence from a major national representative longitudinal survey: the German Socio-Economic Panel (SOEP). Because the...