| 1. |
- Brannas, E., et al.
(author)
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Use of the passive integrated transponder (PIT) in a fish identification and monitoring system for fish behavioral studies
- 1994
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In: Transactions of the American Fisheries Society. - 0002-8487 .- 1548-8659. ; 123:3, s. 395-401
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Journal article (peer-reviewed)abstract
- Using Arctic charr Salvelinus alpinus, the system was developed in order to track individual differences. The authors demonstrate some of the applications in behavioral research, such as individual, general, and diet locomotor activity patterns, rheotactic behavior, and sociograms showing activity relationships among individuals within a group. -from Authors
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| 2. |
- Brännäs, Kurt, et al.
(author)
-
Autoregressive-asymmetric moving average models for business-cycle data
- 1994
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In: Journal of Forecasting. - : Wiley. - 0277-6693 .- 1099-131X. ; 13:6, s. 529-544
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Journal article (peer-reviewed)abstract
- Much business cycle research is based on an assumption of symmetric cycles, though it is frequently argued that the downturns are steeper and more short-lived than the upturns; implying cyclical asymmetries. A new class of nonlinear autoregressive-asymmetric moving average models is introduced. These models are able to deal with symmetric as well as asymmetric phenomena. A likelihood estimation procedure and a Wald test statistic for symmetry are presented. Evidence of asymmetry is found in US real GNP growth rates.
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| 3. |
- Brännäs, Kurt
(author)
-
Limited dependent poisson regression
- 1992
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In: Statistician (London. Print). - : JSTOR. - 0039-0526 .- 1467-9884. ; 41:4, s. 413-423
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Journal article (peer-reviewed)abstract
- The paper introduces aspects of statistical inference in Poisson regression models, with a dependent variable subject to truncation and/or censoring. Losses in efficiency, due to censoring and truncation, of the maximum likelihood estimator are illustrated. Predictors and predictor variances are given. New adaptations to tests for unobserved random heterogeneity (overdispersion) are given. Power properties are examined in a small Monte Carlo experiment. A labour market illustration is given.
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| 4. |
- Brännäs, Kurt, et al.
(author)
-
On forecasting of innovations
- 1992
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In: Quality and quantity. - 0033-5177 .- 1573-7845. ; 26:1, s. 95-112
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Journal article (peer-reviewed)abstract
- The forecasting of basic technological innovations is focused. Clarification of the involved key concepts and an analytical framework are given. The forest industry serves as a background and illustration to the discussion. Considerable uncertainty prevails with respect to strategic investments in production in this industry. Industries, technological products, etc. have empirically been shown to pass similar phases of development over time. This life cycle starts with a basic innovation following on a previous invention. Due to competetion from more recent basic innovations the final phase is one of decline. Basic innovations are suggested to be exogenously determined and to cause structural change. The choice of forecasting strategy is suggested to be made dependent on the type of innovation, knowledge base, and life cycle position.
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| 5. |
- Brännäs, Kurt, et al.
(author)
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Semiparametric estimation of heterogeneous count data models
- 1994
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In: European Journal of Operational Research. - : Elsevier BV. - 0377-2217 .- 1872-6860. ; 76:2, s. 247-258
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Journal article (peer-reviewed)abstract
- Unobserved heterogeneity in a stochastic model is usually represented by a mixing distribution. In this paper a semiparametric estimator is adapted to over-dispersed Poisson regression models. No assumptions are needed about the estimated mixing distribution. The parameters of included explanatory variables are estimated at the same time. The applicability and promising properties of the method are illustrated. Empirically the estimator is applied to a coffee purchase model and to a business travel frequency model subject to zero truncation. The approach is useful, e.g., in marketing research where socio-demographic variables as well as marketing instruments can be included as explanatory variables.
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| 6. |
- Brännäs, Kurt, et al.
(author)
-
Time-series count data regression
- 1994
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 23:10, s. 2907-2925
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Journal article (peer-reviewed)abstract
- The count data model studied in the paper extends the Poisson model by allowing for overdispersion and serial correlation. Alternative approaches to estimate nuisance parameters, required for the correction of the Poisson maximum likelihood covariance matrix estimator and for a quasi-likelihood estimator, are studied. The estimators are evaluated by finite sample Monte Carlo experimentation. It is found that the Poisson maximum likelihood estimator with corrected covariance matrix estimators provide reliable inferences for longer time series. Overdispersion test statistics are wellbehaved, while conventional portmanteau statistics for white noise have too large sizes. Two empirical illustrations are included.
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