Accounting for endogeneity in regression models using copulas : a step-by-step guide for empirical studies
Year of publication: |
2022
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Authors: | Papadopoulos, Alecos |
Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 11.2022, 1, p. 127-154
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Subject: | copula density | endogeneity | Gaussian Copula | linear regression | maximum likelihood | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Regressionsanalyse | Regression analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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