Effects of Explanatory Variables in Count Data Moving Average Models
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References listed on IDEAS
- Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010.
"Integer-valued moving average modelling of the number of transactions in stocks,"
Applied Financial Economics,
Taylor & Francis Journals, pages 1429-1440.
- Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
- Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002.
"A new approach to modelling and forecasting monthly guest nights in hotels,"
International Journal of Forecasting,
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- Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies 503, Umeå University, Department of Economics.
More about this item
KeywordsINMA model; Marginal effect; Intra-day; Financial data;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-22 (All new papers)
- NEP-ECM-2006-04-22 (Econometrics)
- NEP-ETS-2006-04-22 (Econometric Time Series)
- NEP-FIN-2006-04-22 (Finance)
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