Tests for serial correlation and overdispersion in a count data regression model∗

DOI10.1080/00949659508811703zbMath0879.62082OpenAlexW2024729302MaRDI QIDQ4352558

Per-Olov Johansson

Publication date: 28 January 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811703

zbMATH Keywords

Monte Carlooverdispersionserial correlationLagrange multiplier testsgeneralized method of moment approachtime series count data regression modelWald type tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

Panel data regression for counts

Cites Work

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• A regression model for time series of counts
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Some ARMA models for dependent sequences of poisson counts
• Some remarks on overdispersion
• Time series count data regression
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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