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

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 estim...

Full description

Bibliographic Details
Main Authors: Brännäs, Kurt, Brännäs, Eva
Format: Report
Language:unknown
Subjects:
Arctic
Handle The
Arctic charr
Online Access:http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595
id ftrepec:oai:RePEc:hhs:umnees:0595
record_format openpolar
spelling ftrepec:oai:RePEc:hhs:umnees:0595 2024-04-14T08:05:45+00:00 Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish Brännäs, Kurt Brännäs, Eva http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595 unknown http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595 preprint ftrepec 2024-03-19T10:41:03Z 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. Poisson; Overdispersion; ARCH; Estimation; Self-Feeding; Arctic Charr Report Arctic charr Arctic RePEc (Research Papers in Economics) Arctic Handle The ENVELOPE(161.983,161.983,-78.000,-78.000)
institution Open Polar
collection RePEc (Research Papers in Economics)
op_collection_id ftrepec
language unknown
description 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. Poisson; Overdispersion; ARCH; Estimation; Self-Feeding; Arctic Charr
format Report
author Brännäs, Kurt
Brännäs, Eva
spellingShingle Brännäs, Kurt
Brännäs, Eva
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
author_facet Brännäs, Kurt
Brännäs, Eva
author_sort Brännäs, Kurt
title Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
title_short Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
title_full Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
title_fullStr Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
title_full_unstemmed Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
title_sort conditional heteroskedasticity in count data regression: self-feeding activity in fish
url http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595
long_lat ENVELOPE(161.983,161.983,-78.000,-78.000)
geographic Arctic
Handle The
geographic_facet Arctic
Handle The
genre Arctic charr
Arctic
genre_facet Arctic charr
Arctic
op_relation http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595
_version_ 1796302371502948352

Similar Items