Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish

Kurt Brännäs () and Eva Brännäs ()
Additional contact information
Eva Brännäs: Department of Aquaculture, Postal: Swedish University of Agricultural Sciences

No 595, Umeå Economic Studies from Umeå University, Department of Economics

Abstract: The paper introduces a new approach to incorporating time dependent overdispersion for Poisson related regression models. To handle the added flexibility in conditional heteroskedasticity in time series count data some wellknown estimators are adapted and a GMM type estimator is suggested. The estimators are applied to a time series of self-feeding activity in Arctic charr. There is strong support for both a dynamic conditional mean function and a dynamic model for the overdispersion.

Keywords: Poisson; Overdispersion; ARCH; Estimation; Self-Feeding; Arctic Charr (search for similar items in EconPapers)
JEL-codes: C13 C22 C25 C25 C51 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2002-11-21
View list of references

Published in Communications in Statistics: Theory and Methods, 2004, pages 2745-2758.

Downloads: (external link)
http://www.econ.umu.se/ues/ues595.ps (application/postscript)
http://www.econ.umu.se/ues/ues595.ps.zip (application/postscript)
http://www.econ.umu.se/ues/ues595.pdf (application/pdf)
http://www.econ.umu.se/ues/ues595.pdf.zip (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:hhs:umnees:0595

Access Statistics for this paper

More papers in Umeå Economic Studies from Umeå University, Department of Economics
Address: Department of Economics, Umeå University, S-901 87 Umeå, Sweden
Contact information at EDIRC.
Series data maintained by Kjell-Göran Holmberg ().