Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator

DOI10.1080/07474938.2013.806102zbMath1491.62186OpenAlexW2147680674MaRDI QIDQ5080470

Hervé Boulhol, Clément Bosquet

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.806102

zbMATH Keywords

Poisson regressiongamma PMLnegative binomial estimatorpseudo-maximum likelihood methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

• Unnamed Item
• Pseudo Maximum Likelihood Methods: Theory
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models

This page was built for publication: Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator