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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun; Zhu, Bin - In: Journal of econometrics 194 (2016) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
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Stationary vine copula models for multivariate time series
Nagler, Thomas; Krüger, Daniel; Min, Aleksey - In: Journal of econometrics 227 (2022) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
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Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10011818340
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - In: Journal of econometrics 222 (2021) 1,2, pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
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Diffusion copulas : identification and estimation
Bu, Ruijun; Hadri, Kaddour; Kristensen, Dennis - In: Journal of econometrics 221 (2021) 2, pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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Sample selection models with monotone control functions
Liu, Ruixuan; Yu, Zhengfei - In: Journal of econometrics 226 (2022) 2, pp. 321-342
Persistent link: https://www.econbiz.de/10013461529
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A condition for the identification of multivariate models with binary instruments
Gunsilius, Florian F. - In: Journal of econometrics 235 (2023) 1, pp. 220-238
Persistent link: https://www.econbiz.de/10014434391