Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-417, October.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422-422, October.
- Rainer Winkelmann, 2008. "Econometric Analysis of Count Data," Springer Books, Springer, edition 0, number 978-3-540-78389-3, March.
- David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
- Bearden, William O & Etzel, Michael J, 1982. "Reference Group Influence on Product and Brand Purchase Decisions," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 9(2), pages 183-194, September.
- Park, C Whan & Lessig, V Parker, 1977. "Students and Housewives: Differences in Susceptibility to Reference Group Influence," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 4(2), pages 102-110, Se.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.
- Dani Gamerman & Thiago Rezende Santos & Glaura C. Franco, 2013. "A Non-Gaussian Family Of State-Space Models With Exact Marginal Likelihood," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(6), pages 625-645, November.
- Harvey, A., 2008. "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics 0839, Faculty of Economics, University of Cambridge.
- Yadav, Manjit S. & de Valck, Kristine & Hennig-Thurau, Thorsten & Hoffman, Donna L. & Spann, Martin, 2013.
"Social Commerce: A Contingency Framework for Assessing Marketing Potential,"
Journal of Interactive Marketing, Elsevier, vol. 27(4), pages 311-323.
- Manjit S. Yadav & Kristine de Valck & Thorsten Henning-Thurau & Donna Hoffman & Martin Spann, 2013. "Social Commerce: A Contingency Framework for Assessing Marketing Potential," Post-Print hal-00907919, HAL.
- Williams, Janine & Ashill, Nicholas & Thirkell, Peter, 2016. "How is value perceived by children?," Journal of Business Research, Elsevier, vol. 69(12), pages 5875-5885.
- Wagner Barreto-Souza, 2019. "Mixed Poisson INAR(1) processes," Statistical Papers, Springer, vol. 60(6), pages 2119-2139, December.
- Brannas, Kurt, 1995. "Prediction and control for a time-series count data model," International Journal of Forecasting, Elsevier, vol. 11(2), pages 263-270, June.
- Fong, Cher-Min & Chang, Hsing-Hua Stella & Lin, Mong-Ching & Chen, I-Hung, 2022. "Reexamining emerging market animosity toward western developed countries: A social dilemma in physical retailing consumption under normative influence," Journal of Retailing and Consumer Services, Elsevier, vol. 68(C).
- Snyder, Ralph D. & Ord, J. Keith & Beaumont, Adrian, 2012. "Forecasting the intermittent demand for slow-moving inventories: A modelling approach," International Journal of Forecasting, Elsevier, vol. 28(2), pages 485-496.
- Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
- HEINEN, Andréas, 2003.
"Modelling time series count data: an autoregressive conditional Poisson model,"
LIDAM Discussion Papers CORE
2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
- Huimin Song & Wei Zeng & Tingting Zeng, 2022. "Modeling Community Residents’ Exercise Adherence and Life Satisfaction: An Application of the Influence of the Reference Group," IJERPH, MDPI, vol. 19(20), pages 1-15, October.
- Mauricio S. Featherman & Nick Hajli, 2016. "Self-Service Technologies and e-Services Risks in Social Commerce Era," Journal of Business Ethics, Springer, vol. 139(2), pages 251-269, December.
- Harvey, Andrew, 2010. "Tracking a changing copula," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 485-500, June.
- Svetunkov, Ivan & Boylan, John E., 2023. "iETS: State space model for intermittent demand forecasting," International Journal of Production Economics, Elsevier, vol. 265(C).
- Shang, Zuofeng, 2012. "On latent process models in multi-dimensional space," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1259-1266.
- Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(1), pages 59-91, March.
- Shirozhan, M. & Bakouch, Hassan S. & Mohammadpour, M., 2023. "A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 206(C), pages 216-230.
- Sammon, Rachel & Kwon, Kyoung-Nan, 2015. "Host׳s interpersonal influence on guests in a home sales party," Journal of Retailing and Consumer Services, Elsevier, vol. 23(C), pages 32-38.
- Ki Hong Kim & Young Jae Han & Sugil Lee & Sung Won Cho & Chulung Lee, 2019. "Text Mining for Patent Analysis to Forecast Emerging Technologies in Wireless Power Transfer," Sustainability, MDPI, vol. 11(22), pages 1-24, November.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-11-22 (Econometrics)
- NEP-ETS-2013-11-22 (Econometric Time Series)
- NEP-FOR-2013-11-22 (Forecasting)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:toh:tmarga:113. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tohoku University Library (email available below). General contact details of provider: https://edirc.repec.org/data/fetohjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.