“…Pedeli and Karlis () introduce a bivariate version of INAR(1), called BINAR(1): but its contemporaneous dependence structure is quite restrictive, since the thinning operators α i , j ∘, i , j = 1,2 are required to be independent from each other given X t . Heinen and Rengifo (), Doukhan et al (), Livsey et al (), Cui and Zhu () propose non‐thinning‐based processes. None of them allow for tractable multi‐step‐ahead nonlinear forecasting formulae beyond the point predictions based on conditional expectation…”