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Autoregressive Conditional Duration Model
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Generalized Autoregressive Score Model
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Zero-Inflated Negative Binomial Distribution
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Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
Blasques, Francisco
;
Hol´y, Vladimír
;
Tomanová, Petra
-
2019
-inflated negative
binomial
distribution
with score dynamics. We establish the invertibility of the score filter. Additionally, we derive …
Persistent link: https://www.econbiz.de/10012114757
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2
Technological Inefficiency and the Skewness of the Error Component in Stochastic Frontier Analysis
Carree, Martin A.
-
2002
(negative) skewness in the case of stochastic production (cost) frontieranalysis. It takes as example the
binomial
distribution
…
Persistent link: https://www.econbiz.de/10010324840
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