Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas
Artem Prokhorov; Peter Schmidt
| Year of publication: |
2009
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|---|---|
| Authors: | Prokhorov, Artem ; Schmidt, Peter |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 153.2009, 1, p. 93-104
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| Subject: | Panel | Panel study | Multivariate Verteilung | Multivariate distribution | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Schätzung | Estimation |
| 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/10003892661