Predicting binary outcomes based on the pair-copula construction
Year of publication: |
2023
|
---|---|
Authors: | Lahiri, Kajal ; Yang, Liu |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 6, p. 3089-3119
|
Subject: | Calibration | Local likelihood | Pair-copula construction | Receiver operating characteristic curve | Recession |
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