Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Redundancy of moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence structures for multivariate high-frequency data in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of copula-based semiparametric time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation of Semiparametric Multivariate Copula Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using copulae to bound the value-at-risk for functions of dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simultaneous associativity of F(x,y) and x+y-F(x,y) / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Optimum Property of Regular Maximum Likelihood Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional likelihood and unconditional optimum estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Econometric Models with Selectivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3870155 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing with Efficient Method of Moments Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling sample selection using Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic testing and evaluation of maximum likelihood models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula Modeling: An Introduction for Practitioners / rank
 
Normal rank

Latest revision as of 08:48, 12 July 2024

scientific article
Language Label Description Also known as
English
Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
scientific article

    Statements

    Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (English)
    0 references
    0 references
    25 July 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    copula
    0 references
    MLE
    0 references
    QMLE
    0 references
    GMM
    0 references
    panel data
    0 references
    0 references