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In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.
Persistent link: https://www.econbiz.de/10010305016
We estimate the parameter of a stationary time series process by minimizing the integrated weighted mean squared error between the empirical and simulated characteristic function, when the true characteristic functions cannot be explicitly computed. Motivated by Indirect Inference, we use a...
Persistent link: https://www.econbiz.de/10012621813
Integer-valued autoregressive (INAR) time series form a very useful class of processes suitable to model time series of counts. In the common formulation of Du and Li (1991,JTSA), INAR models of order p share the autocorrelation structure with classical autoregressive time series. This fact...
Persistent link: https://www.econbiz.de/10011853333
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...
Persistent link: https://www.econbiz.de/10012696315
This paper provides an empirical investigation of the hypothesis that population shocks such as the repeated outbreaks of the plague affected the timing of the demographic transition. The empirical analysis uses disaggregate data from Germany and exploits geographic variation in the exposure to...
Persistent link: https://www.econbiz.de/10014501783
Persistent link: https://www.econbiz.de/10012806752
exploiting the variation among municipalities in the intensity of the COVID-19 outbreak as measured by the mortality rate among …
Persistent link: https://www.econbiz.de/10012597387
auch ein konsistentes Monitoring. Das Projekt 'Aufbau eines deutschlandweiten Moorbodenmonitorings für den Klimaschutz … als Anregung zur Verfügung stehen, die ein Monitoring von Moorstandorten planen oder einzelne Größen konsistent zum … both adequate methods in emission reporting and consistent monitoring. The project 'Establishment of a German peatland …
Persistent link: https://www.econbiz.de/10013413624
Menschen, stellen eine zentrale Grundlage für eine faktenbasierte Politikberatung und Forschung sowie verschiedene Monitoring … basis for fact-based policy advice and research as well as various monitoring and evaluation tasks at the Thünen Institute …
Persistent link: https://www.econbiz.de/10014309857
a systematic survey, whether as part of an inventory or long-term monitoring, is time-consuming and cost-intensive. With …
Persistent link: https://www.econbiz.de/10014476431