The four most readily available tests of autocorrelation in dynamic models namely Durbin's M test, Durbin's H test, Breusch - Godfrey (BGF) test and Ljung and Box (Q) test are compared in terms of their power for varying sample sizes, levels of autocorrelation and significance using Monte Carlo...

For modeling count time series data, one class of models is generalized integer autoregressive of order p based on thinning operators. It is shown how numerical maximum likelihood estimation is possible by inverting the probability generating function of the conditional distribution of an...