Sökning: L773:0361 0926 OR L773:1532 415X > (1990-1994) > Time-series count d...
Fältnamn | Indikatorer | Metadata |
---|---|---|
000 | 02226naa a2200373 4500 | |
001 | oai:DiVA.org:umu-65003 | |
003 | SwePub | |
008 | 130204s1994 | |||||||||||000 ||eng| | |
024 | 7 | a https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-650032 URI |
024 | 7 | a https://doi.org/10.1080/036109294088314242 DOI |
040 | a (SwePub)umu | |
041 | a engb eng | |
042 | 9 SwePub | |
072 | 7 | a ref2 swepub-contenttype |
072 | 7 | a art2 swepub-publicationtype |
100 | 1 | a Brännäs, Kurtu Umeå universitet,Nationalekonomi4 aut0 (Swepub:umu)kubr0001 |
245 | 1 0 | a Time-series count data regression |
264 | 1 | b Informa UK Limited,c 1994 |
338 | a print2 rdacarrier | |
520 | a 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. | |
650 | 7 | a NATURVETENSKAPx Matematikx Sannolikhetsteori och statistik0 (SwePub)101062 hsv//swe |
650 | 7 | a NATURAL SCIENCESx Mathematicsx Probability Theory and Statistics0 (SwePub)101062 hsv//eng |
653 | a poisson regression | |
653 | a overdispersion | |
653 | a serial correlation | |
653 | a inference | |
653 | a maximum likelihood | |
653 | a least squares | |
653 | a method of moments | |
700 | 1 | a Johansson, Peru Umeå universitet,Nationalekonomi4 aut |
710 | 2 | a Umeå universitetb Nationalekonomi4 org |
773 | 0 | t Communications in Statistics - Theory and Methodsd : Informa UK Limitedg 23:10, s. 2907-2925q 23:10<2907-2925x 0361-0926x 1532-415X |
856 | 4 8 | u https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-65003 |
856 | 4 8 | u https://doi.org/10.1080/03610929408831424 |
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