Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447)
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scientific article; zbMATH DE number 7530908
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| English | Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models |
scientific article; zbMATH DE number 7530908 |
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Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (English)
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23 May 2022
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bootstrap confidence intervals
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consumption data
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data augmentation
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trivariate one-parameter Clayton copula
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two-stage maximum likelihood estimation
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0.89358884
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0.8263082
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0.8125116
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0.80947477
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0.8047568
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0.80197746
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0.8015172
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0.80089635
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0.79664195
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