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141
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
142
A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
Bhat, Chandra R.
;
Lavieri, Patrícia S.
- In:
Theory and decision : an international journal for …
84
(
2018
)
2
,
pp. 239-275
Persistent link: https://www.econbiz.de/10011940887
Saved in:
143
Partial identification and inference in censored quantile regression
Fan, Yanqin
;
Liu, Ruixuan
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012110350
Saved in:
144
Identification and estimation of triangular models with a binary treatment
Pereda Fernández, Santiago
-
2019
Persistent link: https://www.econbiz.de/10012017773
Saved in:
145
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
Saved in:
146
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
147
A multivariate generalized FGM copulas and its application to multiple regression
Zheng, Wei
;
Kim, Daeyoung
;
Wang, Tonghui
;
Teerawut …
- In:
Robustness in econometrics
,
(pp. 363-378)
.
2017
Persistent link: https://www.econbiz.de/10011801443
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148
On some new dependence models derived from multivariate collective models in insurance applications
Hashorva, Enkelejd
;
Ratovomirija, Gildas
;
Tamraz, Maissa
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 730-750
Persistent link: https://www.econbiz.de/10011848626
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149
Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines
Schellhase, Christian
;
Kuhlenkasper, Torben
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
11
(
2017
)
2
,
pp. 107-134
Persistent link: https://www.econbiz.de/10011889820
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150
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
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