Dealing with endogeneity in threshold models using copulas: An illustration to the foreign trade multiplier
Year of publication: |
2018
|
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Authors: | Christopulos, Dimitris K. ; Tzavalis, Elias ; McAdam, Peter |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Threshold model | SUR systems | Copulas | Kourtellos et al.(2016) | foreign trade multiplier |
Series: | ECB Working Paper ; 2136 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3241-7 |
Other identifiers: | 10.2866/327177 [DOI] 1015580300 [GVK] hdl:10419/179351 [Handle] RePEc:ecb:ecbwps:20182136 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models |
Source: |
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