EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects
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More about this item
Keywords
count data time series; Binomial-mixed Poisson INAR(1) regression models with correlated random effects; overdispersion; Gaussian copula; correlations of different signs and magnitude;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-07-17 (Econometrics)
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