Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447)
From MaRDI portal
scientific article; zbMATH DE number 7530908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models |
scientific article; zbMATH DE number 7530908 |
Statements
Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (English)
0 references
23 May 2022
0 references
bootstrap confidence intervals
0 references
consumption data
0 references
data augmentation
0 references
trivariate one-parameter Clayton copula
0 references
two-stage maximum likelihood estimation
0 references
0 references
0 references
0 references
