“Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”
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More about this item
Keywords
Multivariate counting distribution; Sarmanov distribution; Negative Binomial distribution; Generalized Linear Model; ML estimation algorithm. JEL classification: C51; G22.;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2018-01-29 (Risk Management)
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