Handling Endogenous Regressors by Joint Estimation Using Copulas
Year of publication: |
2012
|
---|---|
Authors: | Park, Sungho |
Other Persons: | Gupta, Sachin (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Marketing Science, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 17, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik, (2008)
-
Auto-dependence structure of arch-models : tail dependence coefficients
Brummelhuis, Raymond, (2006)
-
Testing for equality between two copulas
Rémillard, Bruno, (2006)
- More ...
-
Simulated maximum likelihood estimator for the random coefficient logit model using aggregate data
Park, Sungho, (2009)
-
A regime-switching model of cyclical category buying
Park, Sungho, (2011)
-
Handling endogenous regressors by joint estimation using copulas
Park, Sungho, (2012)
- More ...