Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies

DOI10.1515/jem-2020-0007zbMath1483.62197OpenAlexW3154132877MaRDI QIDQ2121830

Alecos Papadopoulos

Publication date: 5 April 2022

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2020-0007

zbMATH Keywords

endogeneitymaximum likelihoodlinear regressionGaussian copulacopula density

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• gcmr
• MVN

Cites Work

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