A zero-inflated negative binomial regression model with hidden Markov chain

DOI10.1016/j.econlet.2006.02.009zbMath1255.62387OpenAlexW1968677568MaRDI QIDQ1929401

Joseph D. Alba, Peiming Wang

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.02.009

zbMATH Keywords

negative binomial distributionserial dependenceforeign direct investment (FDI)panel count data with excess zeros

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12) Markov processes (60J99)

Related Items (3)

Modelling species abundance in a river by negative binomial hidden Markov models ⋮ Improved shrinkage estimators in zero-inflated negative binomial regression model ⋮ Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model

Cites Work

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• A Score Test for Testing a Zero‐Inflated Poisson Regression Model Against Zero‐Inflated Negative Binomial Alternatives
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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