A new approach to limited-dependent variable count data or other model types is considered. Instead of adopting maximum likelihood estimation based on a full distributional assumption or smoothing techniques and semiparametric estimation, the novel idea is to use an approximation to the...

The paper presents new characterizations of the integer-valued moving average model. For four model variants we give moments and probability generating functions. Yule-Walker and conditional least squares estimators are obtained and studied by Monte Carlo simulation. A new generalized method of...