Bayesian predictions of low count time series
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998.
"Posterior simulation and Bayes factors in panel count data models,"
Journal of Econometrics,
Elsevier, vol. 86(1), pages 33-54, June.
- Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996. "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics 9608003, EconWPA, revised 25 Nov 1996.
- Brännäs, Kurt & Hellström, Jörgen, 1999.
"Generalized Integer-Valued Autoregression,"
Umeå Economic Studies
501, Umeå University, Department of Economics.
- R. K. Freeland & B. P. M. McCabe, 2004. "Analysis of low count time series data by poisson autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 701-722, 09.
- Durbin, J. & Koopman, S.J.M., 1998.
"Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives,"
1998-142, Tilburg University, Center for Economic Research.
- J. Durbin & S. J. Koopman, 2000. "Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
- Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
- Keith Freeland & Brendan McCabe & Gael Martin, 2004.
"Testing for Dependence in Non-Gaussian Time Series Data,"
Econometric Society 2004 Australasian Meetings
313, Econometric Society.
- B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers 13/04, Monash University, Department of Econometrics and Business Statistics.
- Freeland, R. K. & McCabe, B. P. M., 2004. "Forecasting discrete valued low count time series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 427-434.
- Chib, Siddhartha & Winkelmann, Rainer, 2001. "Markov Chain Monte Carlo Analysis of Correlated Count Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 428-35, October.
- Robert C. Jung & A. R. Tremayne, 2003. "Testing for serial dependence in time series models of counts," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 65-84, 01.
When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:315-330. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.