Agenda

09 Dic 2021 12:15

Pre-defense - Giulia Carallo: A Score-Driven Generalized Poisson Model

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

Giulia Carallo, PhD Student, Department of Economics, Ca' Foscari University of Venice

A new score driven is introduced with Generalised Poisson (GP)

conditional distribution. GP is a flexible model for count data which allows for under- and over-dispersion. We provide a Bayesian inference framework and an efficient posterior approximation procedure based on Markov Chain Monte Carlo.
The application to fires shows that the proposed model is well suited for capturing the over-dispersion feature of the data.

The seminar can be attended also remotely, connecting to ZOOM: https://unive.zoom.us/j/85486853963 - Meeting ID 854 8685 3963

Lingua

L'evento si terrà in inglese

Organizzatore

Department of Economics (InSeminars)

Link

https://unive.zoom.us/j/85486853963

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