We study variance estimation in a negative binomial regression model for analyzing time series of counts, where serial dependence among the observed counts is introduced by an autocorrelated latent process. The regression coefficient vector is estimated by maximizing the pseudo-likelihood with...

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.

This article proposes a new diagnostic test for dynamic count models, which is well suited for risk management. Our test proposal is of the Portmanteau-type test for lack of residual autocorrelation. Unlike previous proposals, the resulting test statistic is asymptotically pivotal when...

Regularity conditions are given for the consistency of the Poisson quasi-maximum likelihood estimator of the conditional mean parameter of a count time series. The asymptotic distribution of the estimator is studied when the parameter belongs to the interior of the parameter space and when it...

Waterborne Cryptosporidium has been responsible for drinking water-associated disease outbreaks in a number of developed countries. As a result of the resistance of Cryptosporidium to chlorine, which is typically applied as a final barrier to protect the quality of distributed drinking water,...

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...