Showing 1 - 10 of 477
Persistent link: https://www.econbiz.de/10000634725
Persistent link: https://www.econbiz.de/10000670893
Persistent link: https://www.econbiz.de/10003717606
Persistent link: https://www.econbiz.de/10003726991
Persistent link: https://www.econbiz.de/10003644699
Persistent link: https://www.econbiz.de/10003651581
Persistent link: https://www.econbiz.de/10003651587
We propose a dynamic factor model for the analysis of multivariate time series count data. Our model allows for idiosyncratic as well as common serially correlated latent factors in order to account for potentially complex dynamic interdependence between series of counts. The model is estimated...
Persistent link: https://www.econbiz.de/10003738598
Persistent link: https://www.econbiz.de/10003739092