Copula-Based Random Effects Models for Clustered Data
From MaRDI portal
Publication:6617780
DOI10.1080/07350015.2019.1688665zbMath1547.62882MaRDI QIDQ6617780
Publication date: 11 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Likelihood approximation by numerical integration on sparse grids
- Grouped effects estimators in fixed effects models
- Maximum score estimation of the stochastic utility model of choice
- Redundancy of moment conditions
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Copula Modeling: An Introduction for Practitioners
- Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
- Identification of Endogenous Social Effects: The Reflection Problem
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Analysis of Covariance with Qualitative Data
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data
- A nondegenerate Vuong test
- Grouped Patterns of Heterogeneity in Panel Data
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Families of Multivariate Distributions
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Binary Response Models for Panel Data: Identification and Information
- Discrimination between alternative binary response models
- Generalized information matrix tests for copulas
- Nested random effects estimation in unbalanced panel data
This page was built for publication: Copula-Based Random Effects Models for Clustered Data