Truncated Poisson Regression for Time Series of Counts

Konstantinos Fokianos

Scandinavian Journal of Statistics, 2001, vol. 28, issue 4, 645-659

Abstract: We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:28:y:2001:i:4:p:645-659

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