Dealing with endogeneity in threshold models using copulas
Dimitris Christopoulos, Peter McAdam, Elias Tzavalis
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1647213 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424506