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A bivariate zero-inflated count data regression model with unrestricted correlation

Gurmu, Shiferaw; Elder, John - In: Economics letters 100 (2008) 2, pp. 245-248

Persistent link: https://www.econbiz.de/10003768241

Flexible Bivariate Count Data Regression Models

Gurmu, Shiferaw; Elder, John - 2013

The paper develops a semiparametric estimation method for the bivariate count data regression model. We develop a series expansion approach in which dependence between count variables is introduced by means of stochastically related unobserved heterogeneity components, and in which, unlike...

Persistent link: https://www.econbiz.de/10014175927

Estimation and specification testing in some econometric models of counts

Gurmu, Shiferaw - 1992

Persistent link: https://www.econbiz.de/10000865596

Semi-parametric estimation of hurdle regression models with an application to medicaid utilization

Gurmu, Shiferaw - In: Journal of applied econometrics 12 (1997) 3, pp. 225-242

Persistent link: https://www.econbiz.de/10001336082

Tests for detecting overdispersion in the positive Poisson regression model

Gurmu, Shiferaw - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 2, pp. 215-222

Persistent link: https://www.econbiz.de/10001104134

Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?

Elder, John - In: Journal of macroeconomics 23 (2001) 1, pp. 73-97

Persistent link: https://www.econbiz.de/10001553555

Estimating the arbitrage pricing theory with observed macro factors

Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246

Persistent link: https://www.econbiz.de/10001227342

Sources of time-varying risk premia in the term structure

Elder, John - In: Advances in investment analysis and portfolio … 9 (2002), pp. 85-108

Persistent link: https://www.econbiz.de/10001695510

An impulse-response function for a vector autoregression with multivariate GARCH-in-mean

Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26

Persistent link: https://www.econbiz.de/10001741256

Another perspective on the effects of inflation uncertainty

Elder, John - In: Journal of money, credit and banking : JMCB 36 (2004) 5, pp. 911-928

Persistent link: https://www.econbiz.de/10002436656

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