Dealing with endogeneity in threshold models using copulas
Year of publication: |
2021
|
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Authors: | Christopulos, Dēmētrēs K. ; McAdam, Peter ; Tzavalis, Elias |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 1, p. 166-178
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Subject: | Bootstrap | Copulas | Foreign trade multiplier | Structural threshold model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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