Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection

DOI10.1016/j.econlet.2016.04.010zbMath1398.62129OpenAlexW2337995099MaRDI QIDQ1668283

Myoung-Jin Keay

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.04.010

zbMATH Keywords

copulasample selectionendogenous explanatory variable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Parametric Nonlinear Regression with Endogenous Switching
• Modelling sample selection using Archimedean copulas
• Endogeneity in Semiparametric Binary Response Models
• The Copula Information Criteria
• Unnamed Item

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