Bootstrap test in Poisson-INAR models

Lucio Palazzo, Riccardo Ievoli
(2020) In: Book of Short Papers SIS2020. Pisa, Italy. 23-25 June 2020. pp. 1351-1356, Pearson ISBN: 978-88-919-1077-6

 RG

In this paper we exploit bootstrap–based specification test on the autoregressive coefficient in INteger–AutoRegressive models (INAR) considering the case of homoskedastic Poisson innovations. Performance of four unrestricted bootstrap methods are analyzed through a small–scale Monte carlo exesercise.

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