We investigate the intraday dependence pattern between tick data of stock price changes using a new time-varying model for discrete copulas. We let parameters of both the marginal models and the copula vary over time using an observation driven autoregressive updating scheme based on the score...

In this paper, we consider the Riemann–Liouville fractional integral Nα,ν(t)=1Γ(α)∫0t(t−s)α−1Nν(s)ds, where Nν(t), t≥0, is a fractional Poisson process of order ν∈(0,1], and α0. We give the explicit bivariate distribution Pr{Nν(s)=k,Nν(t)=r}, for t≥s, r≥k, the mean...

Falls and their injury outcomes have count distributions that are highly skewed toward the right with clumping at zero, posing analytical challenges. Different modelling approaches have been used in the published literature to describe falls count distributions, often without consideration of...

Predicting abundance across a species' distribution is useful for studies of ecology and biodiversity management. Modeling of survey data in relation to environmental variables can be a powerful method for extrapolating abundances across a species' distribution and, consequently, calculating...

In this paper we develop an empirical model for transnational terrorist activity for a panel consisting of 139 countries over the period 1985-1998. Essentially, we attempt to sketch the profile of the average terrorist attack venue. Our findings suggest that the terrorist attack venue is, on...

This paper provides empirical evidence on fertility determinants in Arab countries. Adopting a macro and micro framework and exploiting panel and count data models the paper estimates the impact of cultural and economic factors on the demand for children. The results obtained strongly support...

The aim of this work is to determine the demand factors for cesareans in Portugal. This work is exploratory and preliminary. Data is aggregated in NUTSII , for the period 2002-10. The number of cesareans performed is count data which requires the estimation of this panel data by a negative...

We present new commands for analyzing count-data regression models for truncated distributions. The trncregress command allows specification of a regression model for the mean of the truncated distribution through options. In addition to support for truncated Poisson and negative binomial,...