A copula formulation for multivariate latent Markov models

DOI10.1007/S11749-024-00919-9MaRDI QIDQ7029214zbMATH OpenFDO

Authors Alfonso Russo, Alessio Farcomeni

Publication date 11 February 2025

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

panel dataFrank copulamixed responses

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

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