Markov regression models for time series: a quasi-likelihood approach.
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Summary
A quasi-likelihood (QL) approach to regression analysis with time series data is discussed, analogous to QL for independent observations, large-sample properties of the regression coefficients depend only on correct specification of the first conditional moment.
- Type
- article
- Published
- 1988-12-01
- Cited by
- 468
- References
- 24
- OpenAlex
- https://openalex.org/W2009632219
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:6651047
Keywords
Categorical variable, Markov chain, Mathematics, Statistics, Econometrics
References
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- Methods for analyzing panel studies of acute health effects of air pollution.
- Double Exponential Families and Their Use in Generalized Linear Regression
- Regression Models for Nonstationary Categorical Time Series: Asymptotic Estimation Theory
- The Analysis of Panel Data under a Markov Assumption
- APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES
- TIME SERIES ANALYSIS OF IMPULSE SEQUENCES OF THALAMIC SOMATIC SENSORY NEURONS.
- Model robust confidence intervals using maximum likelihood estimators
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- Random effects and latent processes approaches for analyzing binary longitudinal data with missingness: a comparison of approaches using opiate clinical trial data
- Modeling and Simulation of Count Data
- Likelihood-based inference for antedependence (Markov) models for categorical longitudinal data
- Contributions to the analysis of discrete-valued time series
- Establishing Stationarity of Time Series Models via Drift Criteria
- Integer-valued time series and renewal processes
- A unified view of linear AR(1) models
- A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts
- PROGNOSIS IN CHILDREN WITH OTITIS MEDIA WITH EFFUSION
- Time series analysis of count data with an application to the incidence of cholera
- Air pollution and daily mortality in residential areas of Beijing, China.
- The analysis of repeated ordinal data using latent trends
- Advances in Clinical Trial Biostatistics
- Analysis of Poisson count time series with unknown periodicity
- Model Checking for Time-Series Count Data
- Empirical Models of the Intraday Process of Price Changes and Liquidity : a Transaction Level Approach
- Datation et prévision du cycle économique
- Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
- Count Data Modelling and Tourism Demand
- Statistical methods for longitudinal binary data structure with applications to antiretroviral medication adherence.
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