𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing for serial dependence in time series models of counts

✍ Scribed by Robert C. Jung; A. R. Tremayne


Book ID
108549520
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
365 KB
Volume
24
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On consistent testing for serial correla
✍ Pierre Duchesne; Roch Roy πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 335 KB

Multivariate autoregressive models with exogenous variables (VARX) are often used in econometric applications. Many properties of the basic statistics for this class of models rely on the assumption of independent errors. Using results of Hong (Econometrica 64 (1996) 837), we propose a new test stat

Limit theorems for regression models of
✍ Michel Blais; Brenda MacGibbon; Roch Roy πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 112 KB

Here we present some limit theorems for a general class of generalized linear models describing time series of counts Y1; : : : ; Yn. Following Zeger (Biometrika 75 (1988) 621-629), we suppose that the serial correlation depends on an unobservable latent process { t }. Assuming that the conditional

Estimation for unequally spaced time ser
✍ Yasuhiro Omori πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 260 KB

A generalized model for time series count data with serially correlated random e ects is introduced to establish robust inference procedures. Observations are taken at possibly unequally spaced time intervals and random e ects are assumed to have a stationary ergodic continuous time ΓΏrst-order autor