model employs a flexible link function and incorporates the grouped-duration analogue of the well-known Cox proportional … analysis of US import durations also show that the choice of link function in discrete hazard models has important implications … for the estimation results, and that severe biases in the results can be avoided when using a flexible link function.  …

, non- canonical link function, observation driven models, Poisson regression, `-irreducibility. JEL classification: C51, C … counts but with an identity link–that is a non canonical link function. The second class of models generalizes (1) by … distribution which belongs to the exponential family of distributions. The link function is taken to be the identity while the …

-canonical link function, count data, Poisson regression, likeli- hood, geometric ergodicity, integer GARCH, `-irreducibility … generalized linear model for time series of counts but with an identity link–that is a non canonical link function. The second … the Poisson distribution which belongs to the exponential family of distributions. The link function is taken to be the …

unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index … empirical likelihood method. A pointwise confidence interval for the unknown link function is also established using the QLMELE …