Departure from independence and stationarity in a handball match

Montezuma Dumangane, Nicoletta Rosati and Anna Volossovitch

Journal of Applied Statistics, 2009, vol. 36, issue 7, 723-741

Abstract: This paper analyses direct and indirect forms of dependence in the probability of scoring in a handball match, taking into account the mutual influence of both playing teams. Non-identical distribution (i.d.) and non-stationarity, which are commonly observed in sport games, are studied through the specification of time-varying parameters. The model accounts for the binary character of the dependent variable, and for unobserved heterogeneity. The parameter dynamics is specified by a first-order auto-regressive process. Data from the Handball World Championships 2001-2005 show that the dynamics of handball violate both independence and i.d., in some cases having a non-stationary behaviour.

Keywords: binary choice; dynamic panel data; time-varying parameters; unobserved heterogeneity; dependence; non-stationarity (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664760802499329 (text/html)
Access to full text is restricted to subscribers.

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:taf:japsta:v:36:y:2009:i:7:p:723-741

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664760802499329

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst (chris.longhurst@tandf.co.uk).