Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.02.073
Abstract: This paper deals with the theme of contagion in financial markets. At this aim, we develop a model based on Mixed Poisson Processes to describe the abnormal returns of financial markets of two considered countries.… read more here.
Keywords: mixed poisson; contagion italy; model; contagion ... See more keywords
On a Mixed Poisson Liu Regression Estimator for Overdispersed and Multicollinear Count Data
Sign Up to like & getrecommendations! Published in 2022 at "The Scientific World Journal"
DOI: 10.1155/2022/8171461
Abstract: The mixed Poisson regression models are commonly employed to analyze the overdispersed count data. However, multicollinearity is a common issue when estimating the regression coefficients by using the maximum likelihood estimator (MLE) in such regression… read more here.
Keywords: regression; count data; regression estimator; estimator ... See more keywords