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Part 1: Document Description
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Citation |
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Title: |
Replication data for: A Linear Poisson Autoregressive Model: The Poissson AR(p) Model |
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Identification Number: |
doi:10.7910/DVN/O4PJRG |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2010-02-16 |
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Version: |
1 |
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Bibliographic Citation: |
Patrick T. Brandt; John T. Williams, 2010, "Replication data for: A Linear Poisson Autoregressive Model: The Poissson AR(p) Model", https://doi.org/10.7910/DVN/O4PJRG, Harvard Dataverse, V1 |
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Citation |
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Title: |
Replication data for: A Linear Poisson Autoregressive Model: The Poissson AR(p) Model |
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Identification Number: |
doi:10.7910/DVN/O4PJRG |
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Authoring Entity: |
Patrick T. Brandt (Indiana University) |
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John T. Williams (Indiana University) |
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Producer: |
Political Analysis |
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Date of Production: |
2001 |
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Distributor: |
Harvard Dataverse |
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Distributor: |
Murray Research Archive |
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Date of Deposit: |
2010 |
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Holdings Information: |
https://doi.org/10.7910/DVN/O4PJRG |
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Study Scope |
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Abstract: |
Time series of event counts are common in political science and other social science applications. Presently, there are few satisfactory methods for identifying the dynamics in such data and accounting for the dynamic processes in event counts regression. We address this issue by building on earlier work for persistent event counts in the Poisson exponentially weighted moving-average model (PEWMA) of Brandt et al. (American Journal of Political Science 44(4):823–843, 2000). We develop an alternative model for stationary mean reverting data, the Poisson autoregressive model of order p, or PAR(p) model. Issues of identification and model selection are also considered.We then evaluate the properties of this model and present both Monte Carlo evidence and applications to illustrate. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Patrick T. Brandt and John T. Williams. 2001. "A Linear Poisson Autoregressive Model: The Poisson AR(p) Model." Political Analysis, 9(2), 164 - 184. <a href= "http://polmeth.wustl.edu/polanalysis/vol/9/PA92-164-184.pdf" target= "_new">article available here</a> |
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Bibliographic Citation: |
Patrick T. Brandt and John T. Williams. 2001. "A Linear Poisson Autoregressive Model: The Poisson AR(p) Model." Political Analysis, 9(2), 164 - 184. <a href= "http://polmeth.wustl.edu/polanalysis/vol/9/PA92-164-184.pdf" target= "_new">article available here</a> |
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Label: |
brandt.replication.zip |
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Text: | |
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Notes: |
application/zip |
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Label: |
Linear_Poisson.pdf |
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Text: |
Published Article |
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Notes: |
application/pdf |