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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Identification of quantile treatment effects in difference-in-differences settings with staggered adoption
Li, Xiaofeng; Lin, Lihua - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015077677
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An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - In: Economics letters 123 (2014) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro; Neo, Emily; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 131-134
Persistent link: https://www.econbiz.de/10011620207
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An alternative bivariate zero-inflated negative binomial regression model using a copula
So, Sunha; Lee, Dong-hee; Jung, Byoung Cheol - In: Economics letters 113 (2011) 2, pp. 183-185
Persistent link: https://www.econbiz.de/10009375559
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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-jen - In: Economics letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10001967831
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Endogeneity in stochastic frontier models : Copula approach without external instruments
Tran, Kien; Tsionas, Efthymios G. - In: Economics letters 133 (2015), pp. 85-88
Persistent link: https://www.econbiz.de/10011432003
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Heterogeneous effects of blood pressure screening
Kaempfen, Fabrice; Mosca, Irene - In: Economics letters 242 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015079808
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Marginal effects of a bivariate binary choice model
Hasebe, Takuya - In: Economics letters 121 (2013) 2, pp. 298-301
Persistent link: https://www.econbiz.de/10010347111