Modeling vine-production function: an approach based on vine copula

DOI10.1016/j.physa.2019.121724OpenAlexW2951255908WikidataQ127680875 ScholiaQ127680875MaRDI QIDQ2162548

Osvaldo Candido, Thiago Christiano Silva, Michel Constantino, Eduardo Madeira Borges, Benjamin Miranda Tabak

Publication date: 8 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121724

zbMATH Keywords

asymmetryproduction functionfirmsvine copula

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Pair-copula constructions of multiple dependence
• Selecting and estimating regular vine copulae and application to financial returns
• Modeling dependence dynamics through copulas with regime switching
• Evolution of bank efficiency in Brazil: a DEA approach
• A statistical equilibrium theory of markets
• New macroeconomic modeling approaches. Hierarchical dynamics and mean- field approximation
• Vines -- a new graphical model for dependent random variables.
• Local and global dynamics in a discrete time growth model with nonconcave production function
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
• A paradigm shift from production function to production copula: statistical description of production activity of firms
• Uncertainty Analysis with High Dimensional Dependence Modelling
• A copula regression model for estimating firm efficiency in the insurance industry
• Solving endogeneity problems in multilevel estimation: an example using education production functions
• The Transitional Dynamics of an Endogenous Growth Model: Generalizing Production Functions

This page was built for publication: Modeling vine-production function: an approach based on vine copula