In this paper we exploit bootstrap–based specification test on the autoregressive coefficient in INteger–AutoRegressive models (INAR) considering the caseb of homoskedastic Poisson innovations. Performance of four unrestricted bootstrapmethods are analyzed through a small–scale Monte carlo exesercise.
Bootstrap test in Poisson-INAR models / Palazzo, Lucio; Ievoli, Riccardo. - (2020), pp. 1351-1356. (Intervento presentato al convegno SIS 2020).
Bootstrap test in Poisson-INAR models
Palazzo, Lucio
;
2020
Abstract
In this paper we exploit bootstrap–based specification test on the autoregressive coefficient in INteger–AutoRegressive models (INAR) considering the caseb of homoskedastic Poisson innovations. Performance of four unrestricted bootstrapmethods are analyzed through a small–scale Monte carlo exesercise.File in questo prodotto:
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