Narrow search
Showing 1 - 9 of 9
Cover Image
Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Cover Image
A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui; Zheng, Xu - In: Journal of econometrics 215 (2020) 1, pp. 84-117
Persistent link: https://www.econbiz.de/10012439384
Cover Image
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - In: Journal of econometrics 209 (2019) 1, pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
Cover Image
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly; Li, Tong; Oka, Tatsushi - In: Journal of econometrics 206 (2018) 2, pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
Cover Image
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; … - In: Journal of econometrics 194 (2016) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Cover Image
Identification in a generalization of bivariate probit models with dummy endogenous regressors
Han, Sukjin; Vytlacil, Edward - In: Journal of econometrics 199 (2017) 1, pp. 63-73
Persistent link: https://www.econbiz.de/10011818959
Cover Image
Sample selection models with monotone control functions
Liu, Ruixuan; Yu, Zhengfei - In: Journal of econometrics 226 (2022) 2, pp. 321-342
Persistent link: https://www.econbiz.de/10013461529
Cover Image
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Cover Image
High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544