Discrete time-series models when counts are unobservable
Year of publication: |
2008-09-15
|
---|---|
Authors: | Christensen, T M ; Hurn, A. S. ; Lindsay, K A |
Institutions: | National Centre for Econometric Research (NCER) |
Subject: | Integer-valued autoregression | Poisson distribution | Bernoulli distribution | latent factors | maximum likelihood estimation |
-
Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data
Bartolucci, Francesco, (2010)
-
Quoreshi, A. M. M. Shahiduzzaman, (2019)
-
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel, (2019)
- More ...
-
It never rains but it pours: Modelling the persistence of spikes in electricity prices
Christensen, T M, (2008)
-
The Devil is in the Detail: Hints for Practical Optimisation
Christensen, T M, (2008)
-
Estimating the Payoffs of Temperature-based Weather Derivatives
Clements, Adam, (2008)
- More ...