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Tests for serial correlation and overdispersion in a count data regression model
Johansson, Per-Olov - 1994
Persistent link: https://www.econbiz.de/10000901899
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Explanatory variables in the AR(1) count data model
Brännäs, Kurt - 1995
Persistent link: https://www.econbiz.de/10000912161
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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Weighted derivative estimation of quantal response models : simulations and applications to choice of truck freigt carrier
Bergkvist, Erik; Johansson, Per-Olov - 1997
Persistent link: https://www.econbiz.de/10000972401
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Testing linearity against nonlinear moving average models
Brännäs, Kurt; Gooijer, Jan G. de; Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000927212
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Panel data regression for counts
Brännäs, Kurt; Johansson, Per-Olov - 1995
Persistent link: https://www.econbiz.de/10000908799
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Asymmetric cycles and temporal aggregation
Brännäs, Kurt; Ohlsson, Henry - 1995
Persistent link: https://www.econbiz.de/10000912165
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Count data models : estimator performance and applications
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000871988
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Small sample properties of information criteria for mixture count data regression models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000872769