| 1. |
- Brännäs, E., et al.
(författare)
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A model of patch visit behaviour in fish
- 1998
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Ingår i: Biometrical Journal. - 0323-3847 .- 1521-4036. ; 40:6, s. 717-724
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Tidskriftsartikel (refereegranskat)abstract
- The patch visit or sampling behaviour of fish is studied over a 15 day period. The experimental setup consists of three connected patches between which movement is automatically registered. Using an integer-valued time series model we find a diel effect on the probability to stay in one of the patches.
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| 2. |
- Brännäs, Kurt, et al.
(författare)
-
Generalized method of moment and indirect estimation of the ARasMA model
- 1998
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Ingår i: Computational statistics (Zeitschrift). - 0943-4062 .- 1613-9658. ; 13:4, s. 485-494
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Tidskriftsartikel (refereegranskat)abstract
- Estimation in nonlinear time series models has mainly been performed by least squares or maximum likelihood (ML) methods. The paper suggests and studies the performance of generalized method of moments (GMM) and indirect estimators for the autoregressive asymmetric moving average model. Both approaches are easy to implement and perform well numerically. In a Monte Carlo study it is found that the MSE properties of GMM are close to those of ML. The indirect estimator performs poorly in this respect. On the other hand, the three estimation techniques lead to fairly similar power functions for a linearity test.
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| 3. |
- Brännäs, Kurt, et al.
(författare)
-
Testing linearity against nonlinear moving average models
- 1998
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 27:8, s. 2025-2035
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Tidskriftsartikel (refereegranskat)abstract
- Lagrange multiplier (LM) test statistics are derived for testing a linear moving average model against an asymmetric moving average model and an LM type test against an additive smooth transition moving average model. The latter model is introduced in the paper. The small sample performance of the proposed tests are evaluated in a Monte Carlo study and compared to Wald and likelihood ratio statistics. The size properties of the Lagrange multiplier test are better than those of other tests.
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| 4. |
- Johansson, P., et al.
(författare)
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A household model for work absence
- 1998
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Ingår i: Applied Economics. - : Informa UK Limited. - 0003-6846 .- 1466-4283. ; 30:11, s. 1493-1503
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Tidskriftsartikel (refereegranskat)abstract
- The economic incentives of work absence are empirically studied using a panel of Swedish blue collar workers, both men and women, that either are married or living with a spouse as married. A model for the daily absence decision is derived from standard economic utility theory. An estimable form for the annual number of absence days is obtained by considering the data generating process in some detail. The model is estimated, using the first two moments, with a generalized method of moment estimator. The panel structure of the data is explicity considered and a positive dependence between the number of days absent in the two time periods is found for females. A 1% increase in the cost will lead to a decrease in the mean number of days absent by 1.8 and 2.7% for females and males, respectively.
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