Scandinavian Working Papers in Economics

Umeå Economic Studies,
Umeå University, Department of Economics

No 841: The Asymmetric Count Data Moving Average Model

Kurt Brännäs (kurt.brannas@econ.umu.se)
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

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