umu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
Umeå University, Faculty of Social Sciences, Department of Economics.
2004 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 33, no 11, 2745-2758 p.Article in journal (Refereed) Published
Abstract [en]

This paper introduces a new approach to incorporating time-dependent overdispersion for Poisson-related regression models. To handle the added flexibility in conditional heteroskedasticity in time series count data models, some well-known estimators are adapted, and a generalized method of moments (GMM) estimator is suggested. The estimators are applied to a time series of self-feeding activity in Arctic charr. There is strong support for both a dynamic conditional mean function and a dynamic model for the overdispersion.

Place, publisher, year, edition, pages
2004. Vol. 33, no 11, 2745-2758 p.
Keyword [en]
ARCH, Arctic charr, Estimation, Overdispersion, Poisson, Self-feeding
National Category
Economics
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-12106DOI: 10.1081/STA-200037877OAI: oai:DiVA.org:umu-12106DiVA: diva2:151777
Available from: 2007-03-21 Created: 2007-03-21 Last updated: 2017-12-14Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Brännäs, Kurt
By organisation
Department of Economics
In the same journal
Communications in Statistics - Theory and Methods
Economics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 64 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf