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A General Method To Estimate Correlated Discrete Random Variables

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  • van Ophem, Hans
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    Abstract

    In this paper a method is presented to estimate correlated discrete random variables with known univariate distribution functions up to some parameters. We also present an empirical illustration on Dutch recreational data.

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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Econometric Theory.

    Volume (Year): 15 (1999)
    Issue (Month): 02 (April)
    Pages: 228-237

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    Handle: RePEc:cup:etheor:v:15:y:1999:i:02:p:228-237_15

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    Cited by:
    1. James E. Prieger, 2003. "A Generalized Parametric Selection Model for Non-Normal Data," Working Papers, University of California, Davis, Department of Economics 09, University of California, Davis, Department of Economics.
    2. José Murteira & Óscar Lourenço, 2011. "Health care utilization and self-assessed health: specification of bivariate models using copulas," Empirical Economics, Springer, Springer, vol. 41(2), pages 447-472, October.
    3. Shi, Peng & Valdez, Emiliano A., 2014. "Multivariate negative binomial models for insurance claim counts," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 18-29.
    4. A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modeling the Differences in Counted Outcomes using Bivariate Copula Models: with Application to Mismeasured Counts," Working Papers, University of California, Davis, Department of Economics 43, University of California, Davis, Department of Economics.
    5. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
    6. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006. "Does rounding matter for payment efficiency?," Econometric Institute Research Papers EI 2006-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
    8. Simon Luechinger & Alois Stutzer & Rainer Winkelmann, 2008. "Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work," SOEPpapers on Multidisciplinary Panel Data Research 135, DIW Berlin, The German Socio-Economic Panel (SOEP).
    9. Erik Brouwer & Alfred Kleinknecht & Pierre Mohnen & Hans van Ophem, 2001. "R&D and Patents: Which Way Does the Causality Run?," CIRANO Working Papers, CIRANO 2001s-31, CIRANO.
    10. Lluís Bermúdez & Dimitris Karlis, 2010. "Modelling dependence in a ratemaking procedure with multivariate Poisson regression models," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) XREAP2010-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Apr 2010.
    11. Eugenio Miravete, 2014. "Testing for complementarities among countable strategies," Empirical Economics, Springer, Springer, vol. 46(4), pages 1521-1544, June.

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