Smooth tests of copula specifications
Juan Lin; Ximing Wu
| Year of publication: |
2015
|
|---|---|
| Authors: | Lin, Juan ; Wu, Ximing |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 1, p. 128-143
|
| Subject: | Copula | Dynamic models | Smooth test | Specification test | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| 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/10011389984