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Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Econometric reviews 33 (2014) 5/6, pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
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A goodness-of-fit test for copulas
Huang, Wanling; Prokhorov, Artem - In: Econometric reviews 33 (2014) 7, pp. 751-771
Persistent link: https://www.econbiz.de/10010363881
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Symmetrized multivariate k-NN estimators
Fan, Yanqin; Liu, Ruixuan - In: Econometric reviews 34 (2015) 6/10, pp. 828-848
Persistent link: https://www.econbiz.de/10011483390
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A multivariate volatility vine copula model
Brechmann, E. C.; Heiden, M.; Okhrin, Y. - In: Econometric reviews 37 (2018) 1/5, pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
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A goodness-of-fit test for regular vine copula models
Schepsmeier, Ulf - In: Econometric reviews 38 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012180693
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Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
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Generalized information matrix tests for copulas
Prokhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing - In: Econometric reviews 38 (2019) 9, pp. 1024-1054
Persistent link: https://www.econbiz.de/10012181382
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Partial identification of average treatment effects on the treated through difference-in-differences
Fan, Yanqin; Manzanares, Carlos A. - In: Econometric reviews 36 (2017) 6/9, pp. 1057-1080
Persistent link: https://www.econbiz.de/10011795566
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A unifying switching regime regression framework with applications in health economics
Marra, Giampiero; Radice, Rosalba; Zimmer, David - In: Econometric reviews 43 (2024) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10014486391