An alternative bivariate zero-inflated negative binomial regression model using a copula

Sunha So, Dong-Hee Lee and Byoung Cheol Jung

Economics Letters, 2011, vol. 113, issue 2, 183-185

Abstract: We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

Keywords: Bivariate negative binomial; Copula; Heterogeneous dispersion; Negative correlation; Zero inflation (search for similar items in EconPapers)
JEL-codes: C31 C35 (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176511002849
Full text for ScienceDirect subscribers only

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: https://EconPapers.repec.org/RePEc:eee:ecolet:v:113:y:2011:i:2:p:183-185

DOI: 10.1016/j.econlet.2011.07.017

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().