Construction of leading economic index for recession prediction using vine copulas

DOI10.1515/snde-2019-0033OpenAlexW3081842109MaRDI QIDQ2700564

Yanyan Li

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-2019-0033

zbMATH Keywords

block bootstrapreceiver operating characteristic curvevine copulaleading economic index

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• CDVine
• ElemStatLearn

Cites Work

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