The Asymmetric Count Data Moving Average Model

Kurt Brännäs ()

No 841, Umeå Economic Studies from Umeå University, Department of Economics

Abstract: This note defines the asymmetric count data, first order moving average model and gives some of its basic properties. A brief account of conditional least squares estimation of unknown parameters is also given.

Keywords: Moments; Dual autoregression; Invertibility; Nonlinear; Least squares estimation (search for similar items in EconPapers)
JEL-codes: C22 C25 C51 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2012-05-23
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