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

• 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

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...