Abstract

http://ssrn.com/abstract=1313842
 
 

References (6)



 


 



Effects of Explanatory Variables in Count Data Moving Average Models


Kurt Brannas


University of Umea - Department of Economics

Carl Lönnbark


University of Umea; Swedbank

December 9, 2008

Umeå Economic Studies Paper No. 679

Abstract:     
This note gives dynamic effects of discrete and continuous explanatory variables for count data or integer-valued moving average models. An illustration based on a model for the number of transactions in a stock is included.

Number of Pages in PDF File: 6

Keywords: INMA model, Marginal effect, Intra-day, Financial data

JEL Classification: C22, C25, G12

working papers series


Download This Paper

Date posted: December 13, 2008 ; Last revised: October 19, 2009

Suggested Citation

Brannas, Kurt and Lönnbark, Carl, Effects of Explanatory Variables in Count Data Moving Average Models (December 9, 2008). Umeå Economic Studies Paper No. 679. Available at SSRN: http://ssrn.com/abstract=1313842 or http://dx.doi.org/10.2139/ssrn.1313842

Contact Information

Kurt Brannas
University of Umea - Department of Economics ( email )
Umea University
Department of Economics
SE-90187 Umea
Sweden
+46-90-786 6101 (Phone)
+46-90-772302 (Fax)
Carl Lönnbark (Contact Author)
University of Umea ( email )
Umeå, SE 901 87
Sweden
Swedbank ( email )
SE-105 34 Stockholm
Sweden
Feedback to SSRN


Paper statistics
Abstract Views: 218
Downloads: 17
References:  6

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 0.313 seconds