Dynamic Count Models Using the Refined Multiplicative Autoregression

• In Event: Times Series and Panel Data

Brief Overview

We advocate for using Cameron and Trivedi's (1998) refined multiplicative autoregressive count model for dynamic count data. We demonstrate the utility of this model using Monte Carlo simulations and an applied example.

Authors

• Garrett N. Vande Kamp, University of Georgia

• Soren Jordan, Auburn University