Scandinavian Working Papers in Economics

Umeå Economic Studies,
Umeå University, Department of Economics

No 841: The Asymmetric Count Data Moving Average Model

Kurt Brännäs ()
Additional contact information
Kurt Brännäs: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden

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

JEL-codes: C22; C25; C51

6 pages, May 23, 2012

Full text files 

DownloadAsset.action...Id=3&assetKey=ues841 PDF-file

Download statistics

Questions (including download problems) about the papers in this series should be directed to David Skog ()
Report other problems with accessing this service to Sune Karlsson ().

RePEc:hhs:umnees:0841This page generated on 2024-09-13 22:17:26.