@article {Bien/Nolte/Pohlmeier2011, author = {Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried}, title = {An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics}, journal = {Journal of Applied Econometrics}, volume = {26}, number = {4}, doi = {10.1002/jae.1122}, pages = {669-707}, year = {2011} }