Treating missing values in INAR(1) models
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References listed on IDEAS
- Kurt Brannas & Jorgen Hellstrom, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 425-443.
- 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.
- McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.
More about this item
KeywordsImputation; Markov Chain EM algorithm; mixed Poisson; discrete valued time series;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-21 (All new papers)
- NEP-ECM-2008-08-21 (Econometrics)
- NEP-ETS-2008-08-21 (Econometric Time Series)
- NEP-FOR-2008-08-21 (Forecasting)
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