Effects of Explanatory Variables in Count Data Moving Average Models

This note gives dynamic effects of discrete and continuous explanatory variables for count data or integer-valued moving average models. An illustration based on a model for the number of transactions in a stock is included

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Year of publication:	[2009]
Authors:	Brannas, Kurt
Other Persons:	Lönnbark, Carl (contributor)
Publisher:	[2009]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (6 p)
Series:	Umeå Economic Studies Paper ; No. 679
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 9, 2008 erstellt
Other identifiers:	10.2139/ssrn.1313842 [DOI]
Classification:	C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012720041