Efficient semiparametric copula estimation of regression models with endogeneity
Year of publication: |
2022
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Authors: | Tran, Kien C. ; Tsionas, Efthymios G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 5, p. 485-504
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Subject: | Endogeneity | regression models | semiparametric copula | semiparametric efficient | sieve maximum likelihood | two-stage least squares | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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