25-004/III - Copula tensor count autoregressions for modeling multidimensional integer-valued time series

• Authors
  Mirko Armillotta, University of Rome Tor Vergata; Paolo Gorgi, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam
• Publication date
  February 5, 2025

• Keywords
  INGARCH, tensor autoregression, parameter identification, quasi-likelihood, two-stage estimator
• JEL
  C32, C55