Estimation and inference in factor copula models with exogenous covariates
Alexander Mayer, Dominik Wied
| Year of publication: |
2023
|
|---|---|
| Authors: | Mayer, Alexander ; Wied, Dominik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1500-1521
|
| Subject: | Dependence modeling | Empirical process | Factor analysis | Simulation estimator | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Simulation | Faktorenanalyse | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471408