Integer Autoregressive modeling: a new gretl routine
Atti di convegno
English
This paper focuses on a family of observation-driven models for autoregressive discrete-valued data, called INAR models. The main purpose of the project is to write and document a set of Gretl Econometric Software functions that perform time series estimation of one-lagged univariate INAR models with Poisson and Negative Binomial marginals.