Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas

Journal of Econometrics

Volumn 153, Issue 1, 2009, Pages 93-104

  Prokhorov, Artem ^a   Schmidt, Peter ^b  

^a Gina Cody School of Engineering and Computer Science   (Canada)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Copula; GMM; MLE; Panel data; QMLE

Indexed keywords

COPULA; GMM; MLE; PANEL DATA; QMLE;

MAGNETOSTRICTIVE DEVICES;

EID: 70349100024     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.06.002     Document Type: Article

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