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Técnicas de diagnóstico aplicadas a modelos ZAIG e BEZI com dados em painel

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  • Maria Kelly Venezuela
  • Rinaldo Artes

Abstract

São consideradas, neste trabalho, distribuições inflacionadas que podem ser obtidas por meio da combinação de distribuições de Bernoulli e contínuas. Elas têm grande potencial de aplicabilidade na área financeira, principalmente, nas áreas de crédito e de seguros; na área médica, também se encontram exemplos que podem ser analisados por tais modelos. São discutidos problemas ligados a dados longitudinais em que as distribuições marginais são inflacionadas e a dependência entre as observações da mesma unidade experimental ´e tratada por meio de funções de estimação de independência segundo Liang e Zeger (1986). Ainda, são discutidos alguns m´métodos de diagnósticos usuais em modelos lineares generalizados. Por fim, são apresentadas aplicações a dados reais.

Suggested Citation

  • Maria Kelly Venezuela & Rinaldo Artes, 2011. "Técnicas de diagnóstico aplicadas a modelos ZAIG e BEZI com dados em painel," Business and Economics Working Papers 124, Unidade de Negocios e Economia, Insper.
    • Handle: RePEc:aap:wpaper:124
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