Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
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Publication:2700525
DOI10.1515/snde-2019-0043OpenAlexW3096561191MaRDI QIDQ2700525
Matthias Kaldorf, Dominik Wied
Publication date: 27 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2019-0043
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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