Snyder, Ralph D.; Martin, Gael M.; Gould, Phillip; … - Department of Econometrics and Business Statistics, … - 2007
This paper compares two alternative models for autocorrelated count time series. The first model can be viewed as a 'single source of error' discrete state space model, in which a time-varying parameter is specified as a function of lagged counts, with no additional source of error introduced....