Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
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Publication:2630087
DOI10.1016/j.jeconom.2009.06.002zbMath1403.62050OpenAlexW2074414327MaRDI QIDQ2630087
Publication date: 25 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.06.002
Applications of statistics to economics (62P20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (12)
Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Dependence modeling in stochastic frontier analysis ⋮ Using Copulas to Model Time Dependence in Stochastic Frontier Models ⋮ A Goodness-of-fit Test for Copulas ⋮ An algorithm for constructing high dimensional distributions from distributions of lower dimension ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ Moment redundancy test with application to efficiency-improving copulas ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models ⋮ A copula model for marked point processes ⋮ A goodness-of-fit test for regular vine copula models ⋮ Generalized information matrix tests for copulas
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