IDEAS home Printed from
   My bibliography  Save this article

Count Data Regression Using Series Expansions: With Applications


  • Cameron, A Colin
  • Johansson, Per


A new class of parametric regression models for both under- and over-dispersed count data is proposed. These models are based on squared polynomial expansions around a Poisson baseline density. The approach is similar to that for continuous data using squared Hermite polynomials proposed by Gallant and Nychka and applied to financial data by, among others, Gallant and Tauchen. The count models are applied to underdispersed data on the number of takeover bids received by targeted firms, and to overdispersed data on the number of visits to health practitioners. The models appear to be particularly useful for underdispersed count data.

Suggested Citation

  • Cameron, A Colin & Johansson, Per, 1997. "Count Data Regression Using Series Expansions: With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 203-223, May-June.
  • Handle: RePEc:jae:japmet:v:12:y:1997:i:3:p:203-23

    Download full text from publisher

    File URL:
    File Function: Supporting data files and programs
    Download Restriction: no

    More about this item


    This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:
    1. COUNT DATA REGRESSION USING SERIES EXPANSIONS: WITH APPLICATIONS (Journal of Applied Econometrics 1997) in ReplicationWiki


    Access and download statistics


    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:jae:japmet:v:12:y:1997:i:3:p:203-23. 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: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: .

    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.

    We have no references for this item. You can help adding them by using 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.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.