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Time Series Models for Count or Qualitative Observations: Reply

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  • Harvey, Andrew C
  • Fernandes, C

Abstract

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 7 (1989)
Issue (Month): 4 (October)
Pages: 422

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Handle: RePEc:bes:jnlbes:v:7:y:1989:i:4:p:422

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Citations

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Cited by:
  1. Ralph Snyder & Adrian Beaumont & J. Keith Ord, 2012. "Intermittent demand forecasting for inventory control: A multi-series approach," Monash Econometrics and Business Statistics Working Papers 15/12, Monash University, Department of Econometrics and Business Statistics.
  2. HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," CORE Discussion Papers 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Jung, Robert C. & Kukuk, Martin & Liesenfeld, Roman, 2006. "Time series of count data: modeling, estimation and diagnostics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2350-2364, December.
  4. Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer, vol. 95(1), pages 59-91, March.
  5. J. Keith Ord, 2008. "Monitoring Processes with Changing Variances," Working Papers 2008-004, The George Washington University, Department of Economics, Research Program on Forecasting.
  6. Suncica Vujic & Jacques Commandeur & Siem Jan Koopman, 2012. "Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia," Tinbergen Institute Discussion Papers 12-007/4, Tinbergen Institute.
  7. McCausland, William J., 2012. "The HESSIAN method: Highly efficient simulation smoothing, in a nutshell," Journal of Econometrics, Elsevier, vol. 168(2), pages 189-206.
  8. Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur, 2012. "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(6), pages 652-677, November.
  9. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
  10. Shang, Zuofeng, 2012. "On latent process models in multi-dimensional space," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1259-1266.
  11. Axel Groß‐KlußMann & Nikolaus Hautsch, 2013. "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(8), pages 724-742, December.
  12. 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, vol. 62(1), pages 91-107, February.
  13. Kuk, Anthony Y. C., 1999. "The use of approximating models in Monte Carlo maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 325-333, December.
  14. 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.
  15. Nobuhiko Terui & Masataka Ban, 2013. "Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes," TMARG Discussion Papers 113, Graduate School of Economics and Management, Tohoku University, revised Aug 2013.
  16. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
  17. Yelland, Phillip M., 2009. "Bayesian forecasting for low-count time series using state-space models: An empirical evaluation for inventory management," International Journal of Production Economics, Elsevier, vol. 118(1), pages 95-103, March.
  18. Harvey, A., 2008. "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics 0839, Faculty of Economics, University of Cambridge.
  19. HEINEN, Andréas, 2003. "Modelling time series count data: an autoregressive conditional Poisson model," CORE Discussion Papers 2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. 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.
  21. Suncica Vujic & Jacques Commandeur & Siem Jan Koopman, 2012. "Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia," Tinbergen Institute Discussion Papers 12-007/4, Tinbergen Institute.

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