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...
| Main Authors: | , |
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| Format: | Report |
| Language: | unknown |
| Subjects: | |
| Online Access: | http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595 |
| _version_ | 1821796092440739840 |
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| author | Brännäs, Kurt Brännäs, Eva |
| author_facet | Brännäs, Kurt Brännäs, Eva |
| author_sort | Brännäs, Kurt |
| collection | RePEc (Research Papers in Economics) |
| 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 |
| genre | Arctic charr Arctic |
| genre_facet | Arctic charr Arctic |
| geographic | Arctic Handle The |
| geographic_facet | Arctic Handle The |
| id | ftrepec:oai:RePEc:hhs:umnees:0595 |
| institution | Open Polar |
| language | unknown |
| long_lat | ENVELOPE(161.983,161.983,-78.000,-78.000) |
| op_collection_id | ftrepec |
| op_relation | http://www.econ.umu.se/DownloadAsset.action?contentId=73628&languageId=3&assetKey=ues595 |
| record_format | openpolar |
| spelling | ftrepec:oai:RePEc:hhs:umnees:0595 2025-01-16T19:59:21+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) |
| spellingShingle | Brännäs, Kurt Brännäs, Eva Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish |
| title | 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_short | 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 |