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Simulating copulas : stochasti...
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ECONIS (ZBW)
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1
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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2
A survey on time-varying copulas : specification, simulations, and application
Manner, Hans
;
Reznikova, Olga
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 654-687
Persistent link: https://www.econbiz.de/10009539650
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3
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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4
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
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5
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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6
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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7
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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8
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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9
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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10
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
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