Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models |
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Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (English)
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27 April 2023
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cumulated sums
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empirical copula
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structural break
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sup-LR test
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two-step procedure
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