R/nbingarch.R

In tpgarcia/nbingarch: Negative Binomial GARCH Model with Covariates

#' Negative Binomial Integer-valued Generalized Autoregressive Conditional
#' Heteroscedastic (NBINGARCH) model with covariates.
#'
#' This package implements the model developed in:
#'
#' 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.
#'
#' @docType package
#' @name nbingarch
NULL