Search for dissertations about: "multivariate generalized least squares"

Showing result 6 - 6 of 6 swedish dissertations containing the words multivariate generalized least squares.

  1. 6. Count data modelling and tourism demand

    Author : Jörgen Hellström; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Count data; INARMA; Unit root; Aggregation; Forecasting; Tourism; Truncation; Inflation; Simulated maximum likelihood; Bivariate hurdle model.;

    Abstract : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. READ MORE