-
1
-
-
0000171461
-
Regression analysis when the dependent variable is truncated normal
-
Amemiya, T. (1973), 'Regression analysis when the dependent variable is truncated normal'. Econometrica 41, 997-1016.
-
(1973)
Econometrica
, vol.41
, pp. 997-1016
-
-
Amemiya, T.1
-
3
-
-
0345016956
-
Dependence structure and risk measure
-
DOI 10.1086/375253
-
Ané, T. and C. Kharoubi (2003), 'Dependence structure and risk measure'. Journal of Business 76, 411-438. (Pubitemid 37445784)
-
(2003)
Journal of Business
, vol.76
, Issue.3
, pp. 411-438
-
-
Ane, T.1
Kharoubi, C.2
-
6
-
-
1142268544
-
-
Unpublished Manuscript, London: Financial Econometrics Research Centre, City University Business School
-
Bouyé, E., V. Durrleman, A. Nikeghbali, G. Ribouletm, and T. Roncalli (2000), 'Copulas for finance: A reading guide and some applications'. Unpublished Manuscript, London: Financial Econometrics Research Centre, City University Business School.
-
(2000)
Copulas for Finance: A Reading Guide and Some Applications
-
-
Bouyé, E.1
Durrleman, V.2
Nikeghbali, A.3
Ribouletm, G.4
Roncalli, T.5
-
8
-
-
0001019379
-
Gifts of money and gifts of time: Estimating the effects of tax prices and available time
-
Brown, E. and H. Lankford (1992), 'Gifts of money and gifts of time: Estimating the effects of tax prices and available time'. Journal of Public Economics 47, 321-341.
-
(1992)
Journal of Public Economics
, vol.47
, pp. 321-341
-
-
Brown, E.1
Lankford, H.2
-
9
-
-
33750020382
-
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
-
DOI 10.1111/j.1368-423X.2004.00144.x
-
Cameron, A. C., T. Li, P. K. Trivedi, and D. M. Zimmer (2004), 'Modeling the differences in counted outcomes using bivariate copula models: With application to mismeasured counts'. Econometrics Journal 7, 566-584. (Pubitemid 39565450)
-
(2004)
Econometrics Journal
, vol.7
, Issue.2
, pp. 566-584
-
-
Cameron, A.C.1
Li, T.2
Trivedi, P.K.3
Zimmer, D.M.4
-
11
-
-
0001846371
-
A microeconomic model of the demand for health care and health insurance in Australia
-
Cameron, A. C., P. K. Trivedi, F. Milne, and J. Piggott (1988), 'A microeconomic model of the demand for health care and health insurance in Australia'. Review of Economic Studies 55, 85-106.
-
(1988)
Review of Economic Studies
, vol.55
, pp. 85-106
-
-
Cameron, A.C.1
Trivedi, P.K.2
Milne, F.3
Piggott, J.4
-
12
-
-
77949362956
-
A method for simulating stable random variables
-
Chambers, J. M., C. L. Mallows, and B. W. Stuck (1976), 'A method for simulating stable random variables'. Journal of the American Statistical Association 71, 340-344.
-
(1976)
Journal of the American Statistical Association
, vol.71
, pp. 340-344
-
-
Chambers, J.M.1
Mallows, C.L.2
Stuck, B.W.3
-
13
-
-
33748595542
-
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
-
Chen, X. and Y. Fan (2006), 'Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification'. Journal of Econometrics.
-
(2006)
Journal of Econometrics
-
-
Chen, X.1
Fan, Y.2
-
15
-
-
44049123923
-
Bayes regression for the Tobit censored regression model
-
Chib, S. (1992), 'Bayes regression for the Tobit censored regression model'. Journal of Econometrics 51, 79-99.
-
(1992)
Journal of Econometrics
, vol.51
, pp. 79-99
-
-
Chib, S.1
-
17
-
-
0017883262
-
A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
-
DOI 10.2307/2335289
-
Clayton, D. G. (1978), 'A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence'. Biometrika 65, 141-151. (Pubitemid 8308396)
-
(1978)
Biometrika
, vol.65
, Issue.1
, pp. 141-151
-
-
Clayton, D.G.1
-
19
-
-
85008848771
-
Empirical proeprties of asset returns: Stylized facts and statistical issues
-
Cont, R. (2001), 'Empirical proeprties of asset returns: Stylized facts and statistical issues'. Quantitative Finance 1, 223-236.
-
(2001)
Quantitative Finance
, vol.1
, pp. 223-236
-
-
Cont, R.1
-
20
-
-
0001606204
-
A family of distributions for modelling non-elliptically symmetric multivariate data
-
Cook, R. D. and M. E. Johnson (1981), 'A family of distributions for modelling non-elliptically symmetric multivariate data'. Journal of Royal Statistical Society B 43(2), 210-218.
-
(1981)
Journal of Royal Statistical Society B
, vol.43
, Issue.2
, pp. 210-218
-
-
Cook, R.D.1
Johnson, M.E.2
-
21
-
-
84868320377
-
-
2nd Erich L. Lehmann Symposium - Optimality, IMS Lecture Notes - Monograph Series, (J. Rojo, Ed.), In Press
-
de la Peña, V. H., R. Ibragimov, and S. Sharakhmetov (2003), 'Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series'. 2nd Erich L. Lehmann Symposium - Optimality, IMS Lecture Notes - Monograph Series, (J. Rojo, Ed.), In Press.
-
(2003)
Characterizations of Joint Distributions, Copulas, Information, Dependence and Decoupling, with Applications to Time Series
-
-
De La Peña, V.H.1
Ibragimov, R.2
Sharakhmetov, S.3
-
22
-
-
21344445401
-
The excess co-movement of commodity prices reconsidered
-
Deb, P., P. K. Trivedi, and P. Varangis (1996), 'Excess Co-movement in commodity prices reconsidered'. Journal of Applied Econometrics 11, 275-291. (Pubitemid 126704154)
-
(1996)
Journal of Applied Econometrics
, vol.11
, Issue.3
, pp. 275-291
-
-
Deb, P.1
-
23
-
-
7044235252
-
Constraints on concordance measures in bivariate discrete data
-
DOI 10.1016/j.jmva.2004.01.004, PII S0047259X04000144
-
Denuit, M. and P. Lambert (2005), 'Constraints on concordance measures in bivariate discrete data'. Journal of Multivariate Analysis 93, 40-57. (Pubitemid 39427266)
-
(2005)
Journal of Multivariate Analysis
, vol.93
, Issue.1
, pp. 40-57
-
-
Denuit, M.1
Lambert, P.2
-
28
-
-
0002101229
-
Correlation and dependence in risk management: Properties and pitfalls
-
M. A. H. Dempster (ed.): Cambridge: Cambridge University Press
-
Embrechts, P., A. McNeil, and D. Straumann (2002), 'Correlation and dependence in risk management: Properties and pitfalls'. In: M. A. H. Dempster (ed.): Risk Management: Value at Risk and Beyond. Cambridge: Cambridge University Press, pp. 176-223.
-
(2002)
Risk Management: Value at Risk and beyond
, pp. 176-223
-
-
Embrechts, P.1
McNeil, A.2
Straumann, D.3
-
30
-
-
0001070713
-
On the simultaneous associativity of F(x,y) and x+y - F(x,y)
-
Frank, M. J. (1979), 'On the simultaneous associativity of F(x,y) and x+y - F(x,y)'. Aequationes Math 19, 194-226.
-
(1979)
Aequationes Math
, vol.19
, pp. 194-226
-
-
Frank, M.J.1
-
31
-
-
0000789164
-
Annuity valuation with dependent mortality
-
Frees, E., J. Carriere, and E. Valdez (1996), 'Annuity valuation with dependent mortality'. Journal of Risk and Insurance 63, 229-261. (Pubitemid 126420885)
-
(1996)
Journal of Risk and Insurance
, vol.63
, Issue.2
, pp. 229-261
-
-
Frees, E.W.1
Carriere, J.2
Valdez, E.3
-
33
-
-
84953078660
-
The joy of copulas: Bivariate distributions with uniform marginals
-
Genest, C. and J. Mackay (1986), 'The joy of copulas: Bivariate distributions with uniform marginals'. The American Statistician 40, 280-283.
-
(1986)
The American Statistician
, vol.40
, pp. 280-283
-
-
Genest, C.1
MacKay, J.2
-
34
-
-
0000609608
-
'De L'impossibilité de Constuire des lois a Marges Multidimensionnelles Données a Partir de Copules
-
Genest, C., Q. Molina, and R. Lallena (1995), 'De L'impossibilité de Constuire des lois a Marges Multidimensionnelles Données a Partir de Copules'. Comptes Rendus de l'Académie des Sciences Serie I, Mathematique 320, 723-726.
-
(1995)
Comptes Rendus de l'Académie des Sciences Serie I, Mathematique
, vol.320
, pp. 723-726
-
-
Genest, C.1
Molina, Q.2
Lallena, R.3
-
35
-
-
84936112669
-
Statistical inference procedures for bivariate Archimedean copulas
-
Genest, C. and L. Rivest (1993), 'Statistical inference procedures for bivariate Archimedean copulas'. Journal of the American Statistical Association 88(423), 1034-1043.
-
(1993)
Journal of the American Statistical Association
, vol.88
, Issue.423
, pp. 1034-1043
-
-
Genest, C.1
Rivest, L.2
-
37
-
-
3142622155
-
-
Unpublished paper, France: Groupe de Recherche Opérationnelle Crédit Lyonnais
-
Georges, P., A.-G. Lamy, A. Nicolas, G. Quibel, and T. Roncalli (2001), 'Multivariate survival modeling: A unified approach with copulas'. Unpublished paper, France: Groupe de Recherche Opérationnelle Crédit Lyonnais.
-
(2001)
Multivariate Survival Modeling: A Unified Approach with Copulas
-
-
Georges, P.1
Lamy, A.-G.2
Nicolas, A.3
Quibel, G.4
Roncalli, T.5
-
39
-
-
38249018405
-
Multiple roots of the Tobit log-likelihood
-
Greene, W. H. (1990), 'Multiple roots of the Tobit log-likelihood'. Journal of Econometrics 46, 365-380.
-
(1990)
Journal of Econometrics
, vol.46
, pp. 365-380
-
-
Greene, W.H.1
-
41
-
-
0001766028
-
The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models
-
Heckman, J. (1976), 'The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models'. Annals of Economics and Social Measurement 5, 475-492.
-
(1976)
Annals of Economics and Social Measurement
, vol.5
, pp. 475-492
-
-
Heckman, J.1
-
42
-
-
64849112811
-
The identifiability of the competing risks model
-
Heckman, J. J. and B. E. Honoré (1989), 'The identifiability of the competing risks model'. Biometrika 76, 325-330.
-
(1989)
Biometrika
, vol.76
, pp. 325-330
-
-
Heckman, J.J.1
Honoré, B.E.2
-
45
-
-
59349111324
-
Scale-invariant correlation theory
-
N. I. Fisher and P. K. Sen (eds.): New York: Springer-Verlag
-
Hoeffding, W. (1940), 'Scale-invariant correlation theory'. In: N. I. Fisher and P. K. Sen (eds.): The Collected Works of Wassily Hoeffding. New York: Springer-Verlag, pp. 57-107.
-
(1940)
The Collected Works of Wassily Hoeffding
, pp. 57-107
-
-
Hoeffding, W.1
-
46
-
-
84868321507
-
Scale-invariant correlation measures for discontinuous distributions
-
N. I. Fisher and P. K. Sen (eds.): New York: Springer-Verlag
-
Hoeffding, W. (1941), 'Scale-invariant correlation measures for discontinuous distributions'. In: N. I. Fisher and P. K. Sen (eds.): The Collected Works of Wassily Hoeffding. New York: Springer-Verlag, pp. 109-133.
-
(1941)
The Collected Works of Wassily Hoeffding
, pp. 109-133
-
-
Hoeffding, W.1
-
47
-
-
77956889117
-
A class of multivariate failure time distributions
-
Hougaard, P. (1986), 'A class of multivariate failure time distributions'. Biometrika 73, 671-678.
-
(1986)
Biometrika
, vol.73
, pp. 671-678
-
-
Hougaard, P.1
-
50
-
-
84950965651
-
Measuring the similarities between the lifetimes of adult Danish twins born between 1881-1930
-
Hougaard, P., B. Harvald, and N. V. Holm (1992), 'Measuring the similarities between the lifetimes of adult Danish twins born between 1881-1930'. Journal of the American Statistical Association 87, 17-24.
-
(1992)
Journal of the American Statistical Association
, vol.87
, pp. 17-24
-
-
Hougaard, P.1
Harvald, B.2
Holm, N.V.3
-
52
-
-
0033416124
-
Estimation of the sur Tobit model via the MCECM algorithm
-
Huang, H.-C. (1999), 'Estimation of the SUR Tobit model via the MCECM algorithm'. Economics Letters 64, 25-30.
-
(1999)
Economics Letters
, vol.64
, pp. 25-30
-
-
Huang, H.-C.1
-
53
-
-
0041520933
-
Estimation of seemingly unrelated Tobit regressions via the em algorithm
-
Huang, H.-C., F. A. Sloan, and K. W. Adamache (1987), 'Estimation of seemingly unrelated Tobit regressions via the EM algorithm'. Journal of Business and Economic Statistics 5, 425-430.
-
(1987)
Journal of Business and Economic Statistics
, vol.5
, pp. 425-430
-
-
Huang, H.-C.1
Sloan, F.A.2
Adamache, K.W.3
-
54
-
-
0013499740
-
Maxima of normal random vectors: Between independence and complete dependence
-
Husler, J. and R. Reiss (1989), 'Maxima of normal random vectors: Between independence and complete dependence'. Statistics and Probability Letters 7, 283-286.
-
(1989)
Statistics and Probability Letters
, vol.7
, pp. 283-286
-
-
Husler, J.1
Reiss, R.2
-
56
-
-
38249019268
-
Families of min-stable multivariate exponential and multivariate extreme value distributions
-
Joe, H. (1990), 'Families of min-stable multivariate exponential and multivariate extreme value distributions'. Statistics and Probability Letters 9, 75-81.
-
(1990)
Statistics and Probability Letters
, vol.9
, pp. 75-81
-
-
Joe, H.1
-
57
-
-
0001370079
-
Parametric families of multivariate distributions with given margins
-
Joe, H. (1993), 'Parametric families of multivariate distributions with given margins'. Journal of Multivariate Analysis 46, 262-282.
-
(1993)
Journal of Multivariate Analysis
, vol.46
, pp. 262-282
-
-
Joe, H.1
-
58
-
-
84988141294
-
Multivariate extreme-value distributions with applications to environmental data
-
Joe, H. (1994), 'Multivariate extreme-value distributions with applications to environmental data'. Canadian Journal of Statistics 22(1), 47-64.
-
(1994)
Canadian Journal of Statistics
, vol.22
, Issue.1
, pp. 47-64
-
-
Joe, H.1
-
60
-
-
34147121670
-
Measurement of aggregate risk with copulas
-
Junker, M. and A. May (2005), 'Measurement of aggregate risk with copulas'. Econometrics Journal 8, 428-454. (Pubitemid 41708390)
-
(2005)
Econometrics Journal
, vol.8
, Issue.3
, pp. 428-454
-
-
Junker, M.1
May, A.2
-
61
-
-
0035589563
-
Exploratory Tobit factor analysis for multivariate censored data
-
Kamakura, W. A. and M.Wedel (2001), 'Exploratory Tobit factor analysis for multivariate censored data'. Multivariate Behavioral Research 36, 53-82.
-
(2001)
Multivariate Behavioral Research
, vol.36
, pp. 53-82
-
-
Kamakura, W.A.1
Wedel, M.2
-
62
-
-
0000591793
-
Uniform representations of bivariate distributions
-
Kimeldorf, G. and A. R. Sampson (1975), 'Uniform representations of bivariate distributions'. Communications in Statistics 4, 617-627.
-
(1975)
Communications in Statistics
, vol.4
, pp. 617-627
-
-
Kimeldorf, G.1
Sampson, A.R.2
-
64
-
-
0000756502
-
Generalized econometric models with selectivity
-
Lee, L. (1983), 'Generalized econometric models with selectivity'. Econometrica 51, 507-512.
-
(1983)
Econometrica
, vol.51
, pp. 507-512
-
-
Lee, L.1
-
65
-
-
0002875853
-
On default correlation: A copula function approach
-
Li, D. X. (2000), 'On default correlation: A copula function approach'. Journal of Fixed Income 9, 43-54.
-
(2000)
Journal of Fixed Income
, vol.9
, pp. 43-54
-
-
Li, D.X.1
-
67
-
-
7044257763
-
Copulas, marginals, and joint distributions
-
L. Ruschendorf, B. Schweizer, and M. D. Taylor (eds.): Hayward, CA: Institute of Mathematic Statistics
-
Marshall, A. (1996), 'Copulas, marginals, and joint distributions'. In: L. Ruschendorf, B. Schweizer, and M. D. Taylor (eds.): Distributions with Fixed Marginals and Related Topics. Hayward, CA: Institute of Mathematic Statistics, pp. 213-222.
-
(1996)
Distributions with Fixed Marginals and Related Topics
, pp. 213-222
-
-
Marshall, A.1
-
70
-
-
0011594099
-
Multivariate distributions generated from mixtures of convolution and product families
-
H. W. Block, A. R. Sampson, and T. H. Savits (eds.):
-
Marshall, A. W. and I. Olkin (1990), 'Multivariate distributions generated from mixtures of convolution and product families'. In: H. W. Block, A. R. Sampson, and T. H. Savits (eds.): Topics in Statistical Dependence, Vol. 16 of IMS Lecture Notes-Monograph Series. pp. 371-393.
-
(1990)
Topics in Statistical Dependence, Vol. 16 of IMS Lecture Notes-Monograph Series
, pp. 371-393
-
-
Marshall, A.W.1
Olkin, I.2
-
71
-
-
0028636515
-
A parametric model for cluster correlated categorical data
-
Meester, S. and J. MacKay (1994), 'A parametric model for cluster correlated categorical data'. Biometrics 50, 954-963.
-
(1994)
Biometrics
, vol.50
, pp. 954-963
-
-
Meester, S.1
MacKay, J.2
-
72
-
-
24944559445
-
Efficient methods for estimating and testing seemingly unrelated regressions in the presence of latent variables and missing observations
-
D. A. Berry, K. M. Chaloner, and J. K. Geweke (eds.): John Wiley & Sons, Inc
-
Meng, X. and D. B. Rubin (1996), 'Efficient methods for estimating and testing seemingly unrelated regressions in the presence of latent variables and missing observations'. In: D. A. Berry, K. M. Chaloner, and J. K. Geweke (eds.): Bayesian Analysis in Statistics and Econometrics. John Wiley & Sons, Inc, pp. 215-227.
-
(1996)
Bayesian Analysis in Statistics and Econometrics
, pp. 215-227
-
-
Meng, X.1
Rubin, D.B.2
-
73
-
-
0012495069
-
On the recovery of joint distributions from limited information
-
Miller, D. J. and W. H. Liu (2002), 'On the recovery of joint distributions from limited information'. Journal of Econometrics 107, 259- 274.
-
(2002)
Journal of Econometrics
, vol.107
, pp. 259-274
-
-
Miller, D.J.1
Liu, W.H.2
-
75
-
-
0013467864
-
Simulated maximum likelihood estimation of multivariate mixed-poisson regression models, with application
-
Munkin, M. and P. K. Trivedi (1999), 'Simulated maximum likelihood estimation of multivariate mixed-poisson regression models, with application'. Econometric Journal 1, 1-21.
-
(1999)
Econometric Journal
, vol.1
, pp. 1-21
-
-
Munkin, M.1
Trivedi, P.K.2
-
76
-
-
0001781538
-
Copulas and association
-
G. Dall'Aglio, S. Kotz, and G. Salinetti (eds.): Dordrecht: Kluwer Academic Publishers
-
Nelsen, R. B. (1991), 'Copulas and association'. In: G. Dall'Aglio, S. Kotz, and G. Salinetti (eds.): Advances in Probability Distributions with Given Marginals. Dordrecht: Kluwer Academic Publishers, pp. 31-74.
-
(1991)
Advances in Probability Distributions with Given Marginals
, pp. 31-74
-
-
Nelsen, R.B.1
-
78
-
-
0000036435
-
A model for association in bivariate survival data
-
Oakes, D. (1982), 'A model for association in bivariate survival data'. Journal of Royal Statistical Society B 44, 414-422.
-
(1982)
Journal of Royal Statistical Society B
, vol.44
, pp. 414-422
-
-
Oakes, D.1
-
79
-
-
84868308767
-
Modelling asymmetric exchange rate dependence
-
Forthcoming
-
Patton, A. (2005a), 'Modelling asymmetric exchange rate dependence'. International Economic Review. Forthcoming.
-
(2005)
International Economic Review
-
-
Patton, A.1
-
80
-
-
84868321512
-
Estimation of multivariate models for time series of possibly different lengths
-
forthcoming
-
Patton, A. (2005b), 'Estimation of multivariate models for time series of possibly different lengths'. Journal of Applied Econometrics. forthcoming.
-
(2005)
Journal of Applied Econometrics
-
-
Patton, A.1
-
81
-
-
33750176872
-
Efficient Bayesian inference for Gaussian copula regression models
-
DOI 10.1093/biomet/93.3.537
-
Pitt, M., D. Chan, and R. Kohn (2006), 'Efficient Bayesian inference for Gaussian copula regression'. Biometrika 93, 537-554. (Pubitemid 44599849)
-
(2006)
Biometrika
, vol.93
, Issue.3
, pp. 537-554
-
-
Pitt, M.1
Chan, D.2
Kohn, R.3
-
82
-
-
0036054970
-
A flexible parametric selection model for non-normal data with application to health care usage
-
DOI 10.1002/jae.638
-
Prieger, J. (2002), 'A flexible parametric selection model for non-normal data with application to health care usage'. Journal of Applied Econometrics 17, 367-392. (Pubitemid 37282660)
-
(2002)
Journal of Applied Econometrics
, vol.17
, Issue.4
, pp. 367-392
-
-
Prieger, J.E.1
-
83
-
-
84868321513
-
-
Working Paper, Michigan State University
-
Prokhorov, A. and P. Schmidt (2006), 'Robustness, redundancy, and validity of copulas in likelihood models'. Working Paper, Michigan State University.
-
(2006)
Robustness, Redundancy, and Validity of Copulas in Likelihood Models
-
-
Prokhorov, A.1
Schmidt, P.2
-
86
-
-
0000906108
-
On nonparametric measures of dependence for random variables
-
Schweizer, B. and E. F. Wolff (1981), 'On nonparametric measures of dependence for random variables'. Annals of Statistics 9, 870-885.
-
(1981)
Annals of Statistics
, vol.9
, pp. 870-885
-
-
Schweizer, B.1
Wolff, E.F.2
-
87
-
-
0000644480
-
Random variables, joint distributions, and copulas
-
Sklar, A. (1973), 'Random variables, joint distributions, and copulas'. Kybernetica 9, 449-460.
-
(1973)
Kybernetica
, vol.9
, pp. 449-460
-
-
Sklar, A.1
-
89
-
-
30544445741
-
Modelling sample selection using Archimedean copulas
-
DOI 10.1111/1368-423X.00101
-
Smith, M. (2003), 'Modeling selectivity using archimedean copulas'. Econometrics Journal 6, 99-123. (Pubitemid 37358296)
-
(2003)
Econometrics Journal
, vol.6
, Issue.1
, pp. 99-123
-
-
Smith, M.D.1
-
90
-
-
33845518301
-
Using copulas to model switching regimes with an application to child labour
-
DOI 10.1111/j.1475-4932.2005.00246.x
-
Smith, M. (2005), 'Using copulas to model switching regimes with an application to child labour'. Economic Record 81, S47-S57. (Pubitemid 44920468)
-
(2005)
Economic Record
, vol.81
, Issue.SUPPL. 1
-
-
Smith, M.D.1
-
91
-
-
0034336065
-
Multivariate dispersion models generated from Gaussian copula
-
Song, P. X. (2000), 'Multivariate dispersion models generated from Gaussian copula'. Scandinavian Journal of Statistics 27, 305-320.
-
(2000)
Scandinavian Journal of Statistics
, vol.27
, pp. 305-320
-
-
Song, P.X.1
-
92
-
-
29144456020
-
Maximization by parts in likelihood inference
-
Song, P. X. K., Y. Fan, and J. D. Kalbfleisch (2005), 'Maximization by parts in likelihood inference'. Journal of the American Statistical Association 100, 1145-1158.
-
(2005)
Journal of the American Statistical Association
, vol.100
, pp. 1145-1158
-
-
Song, P.X.K.1
Fan, Y.2
Kalbfleisch, J.D.3
-
93
-
-
0000593365
-
Fiducial Limits of the parameter of a discontinuous distribution
-
Stevens, W. L. (1950), 'Fiducial Limits of the parameter of a discontinuous distribution'. Biometrika 37, 117-129.
-
(1950)
Biometrika
, vol.37
, pp. 117-129
-
-
Stevens, W.L.1
-
95
-
-
0033458332
-
A general method to estimate correlated discrete random variables
-
Van Ophem, H. (1999), 'A general method to estimate correlated discrete random variables'. Econometric Theory 15, 228-237.
-
(1999)
Econometric Theory
, vol.15
, pp. 228-237
-
-
Van Ophem, H.1
-
97
-
-
0000646447
-
Likelihood ratio test for model selection and nonnested hypotheses
-
Vuong, Q. (1989), 'Likelihood ratio test for model selection and nonnested hypotheses'. Econometrica 57, 307-333.
-
(1989)
Econometrica
, vol.57
, pp. 307-333
-
-
Vuong, Q.1
-
98
-
-
39749085657
-
Estimation of consumer demand systems with binding non-negativity constraints
-
Wales, T. J. and A. D. Woodland (1983), 'Estimation of consumer demand systems with binding non-negativity constraints'. Journal of Econometrics 21, 263-285.
-
(1983)
Journal of Econometrics
, vol.21
, pp. 263-285
-
-
Wales, T.J.1
Woodland, A.D.2
-
99
-
-
0141576499
-
Estimating the association parameter for copula models under dependent censoring
-
DOI 10.1111/1467-9868.00385
-
Wang, W. (2003), 'Estimating the association parameter for copula models under dependent censoring'. Journal of the Royal Statistical Society B 65, 257-273. (Pubitemid 37155349)
-
(2003)
Journal of the Royal Statistical Society. Series B: Statistical Methodology
, vol.65
, Issue.1
, pp. 257-273
-
-
Wang, W.1
-
100
-
-
30744440055
-
Using trivariate copulas to model sample selection and treatment effects: Application to family health care demand
-
Zimmer, D. M. and P. K. Trivedi (2006), 'Using trivariate copulas to model sample selection and treatment effects: Application to family health care demand'. Journal of Business and Economic Statistics 24, 63-76.
-
(2006)
Journal of Business and Economic Statistics
, vol.24
, pp. 63-76
-
-
Zimmer, D.M.1
Trivedi, P.K.2
|