nbingarch: Negative Binomial Integer-valued Generalized Autoregressive...

Description Details

Description

This package implements the model developed in:

Details

Ye, F., Garcia, T.P., Pourahmadi, M., and Lord, D. (2012). Extension of a negative binomial GARCH model: analyzing the effects of gasoline price and VMT on DUI fatal crashes in Texas. Transportation Research Record: Journal of the Transportation Research Board, 2279, 31-39.


tpgarcia/nbingarch documentation built on Oct. 8, 2018, 12:14 a.m.