Econometric Analysis of Count Data |
Contents
Preface VII | 1 |
List of Tables | 2 |
Probability Models for Event Counts | 9 |
Copyright | |
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Common terms and phrases
analysis application assumption asymptotic bivariate Poisson conditional correctly specified count data models count process covariates defined denotes density derived direct job changes distribution function duration dependence econometric Economics endogenous event count exp(x;ẞ expected value explanatory variables exponential families gamma distributed German Socio-economic Panel given Gourieroux human capital hurdle Poisson independent individual integer interval Johnson and Kotz labor mobility linear exponential family linear model log likelihood logarithmic distribution matrix maximum likelihood estimation mean and variance mean function misspecification mixture negative binomial distribution negative binomial model NEGBIN non-negative number of events number of job observed obtained occurence overdispersion parameter Poisson distribution Poisson model Poisson process Poisson regression model Poisson-logistic predicted probability function probability generating function random variable regressors robust sample simulation specific statistical stochastic process total number truncation underdispersion underlying unemployment spells unobserved heterogeneity variance function Winkelmann zero σ²