This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to …

to test for dependence in the labor allocation, addressing the importance of fringe benefits to the farm household, and …

Abstract We present a list of challenges one faces when given the task of modeling dependence between stochastic … common) pitfalls and fallacies, and we particularly address readers who are new to dependence modeling. The presented list of … challenges is clearly not complete, but it gives a flavor of how difficult and subtle the task of dependence modeling can be …

The purpose of the final Master study – to evaluate foreign direct investment’s (FDI) dependence, how main economic …

The primary aim of this thesis is the elucidation of covariate effects on the dependence structure of random variables … via analyses of gestational age-specific twin birth weights and the impact of change in body mass index on the dependence …

mechanisms at play, from which we derive testable predictions. Using a new measure for countries' dependence on these critical …

approach of quantile coherency is used to examine the dependence structure between energy and nonenergy commodity pairs at …