Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Xiaohong Chen, Yanqin Fan
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Xiaohong ; Fan, Yanqin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 135.2006, 1/2, p. 125-154
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| Subject: | Multivariate Analyse | Multivariate analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory | USA | United States | 1986-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003376080