The Asymmetric Count Data Moving Average Model
Year of publication: |
2012-05-23
|
---|---|
Authors: | Brännäs, Kurt |
Institutions: | Institutionen för Nationalekonomi, Umeå Universitet |
Subject: | Moments | Dual autoregression | Invertibility | Nonlinear | Least squares estimation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Umeå Economic Studies Number 841 6 pages |
Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; C51 - Model Construction and Estimation |
Source: |
-
The Number of Shareholders - Time Series Modelling and Some Empirical Result
Brännäs, Kurt, (2013)
-
A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"
Blasques, Francisco, (2015)
-
McAleer, Michael, (2019)
- More ...
-
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels
Brännäs, Kurt, (1999)
-
Plants' Entry and Exit in Swedish Municipalities
Berglund, Elisabet, (1999)
-
The Number of Shareholders - Time Series Modelling and Some Empirical Result
Brännäs, Kurt, (2013)
- More ...