Abstract
Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models by Cathy WS Chen and K Khamthong was published in the Statistical Modelling, Epub 8 July 2019, DOI: 10.1177/1471082X19845541.
Page 10, Table 1: The coverage for Model 2 in the seventh parameter was incorrectly given as 0.096 instead of 0.960 in the initial OnlineFirst version. This has now been corrected to reflect the correct value.