SCOPUS 정보 검색 플랫폼

Volumn 13, Issue 3, 2013, Pages 547-573

Copula-based maximum-likelihood estimation of sample-selection models

Author keywords

Copula method; Heckmancopula; Sample selection models; St0308; Switchcopula

Indexed keywords

EID: 84884405538 PISSN: 1536867X EISSN: None Source Type: Journal
DOI: 10.1177/1536867x1301300307 Document Type: Article

Times cited : (51)

References (12)

1
- 84916537550
- Bayesian analysis of binary and polychotomous response data
- Albert, J. H., and S. Chib. 1993. Bayesian analysis of binary and polychotomous response data. Journal of the American Statistical Association 88: 669-679.
- (1993) Journal of the American Statistical Association , vol.88 , pp. 669-679
- Albert, J.H.¹ Chib, S.²

2
- 0001976863
- Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
- Gourieroux, C., A. Holly, and A. Monfort. 1982. Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters. Econometrica 50: 63-80.
- (1982) Econometrica , vol.50 , pp. 63-80
- Gourieroux, C.¹ Holly, A.² Monfort, A.³

3
- 0141489378
- Simple estimators for treatment parameters in a latent-variable framework
- Heckman, J. J., J. L. Tobias, and E. Vytlacil. 2003. Simple estimators for treatment parameters in a latent-variable framework. Review of Economics and Statistics 85: 748-755.
- (2003) Review of Economics and Statistics , vol.85 , pp. 748-755
- Heckman, J.J.¹ Tobias, J.L.² Vytlacil, E.³

4
- 0000756502
- Generalized econometric models with selectivity
- Lee, L.-F. 1983. Generalized econometric models with selectivity. Econometrica 51: 507-512.
- (1983) Econometrica , vol.51 , pp. 507-512
- Lee, L.-F.¹

5
- 0021541531
- Tests for the bivariate normal distribution in econometric models with selectivity
- Lee, L.-F. 1984. Tests for the bivariate normal distribution in econometric models with selectivity. Econometrica 52: 843-863.
- (1984) Econometrica , vol.52 , pp. 843-863
- Lee, L.-F.¹

6
- 85129707560
- Maximum likelihood estimation of endogenous switching regression models
- Lokshin, M., and Z. Sajaia. 2004. Maximum likelihood estimation of endogenous switching regression models. Stata Journal 4: 282-289.
- (2004) Stata Journal , vol.4 , pp. 282-289
- Lokshin, M.¹ Sajaia, Z.²

7
- 0004156740
- 2nd ed. New York: Springer
- Nelsen, R. B. 2006. An Introduction to Copulas. 2nd ed. New York: Springer.
- (2006) An Introduction to Copulas
- Nelsen, R.B.¹

8
- 30544445741
- Modelling sample selection using Archimedean copulas
- Smith, M. D. 2003. Modelling sample selection using Archimedean copulas. Econometrics Journal 6: 99-123.
- (2003) Econometrics Journal , vol.6 , pp. 99-123
- Smith, M.D.¹

9
- 66149120043
- Copula modeling: An introduction for practitioners
- Trivedi, P. K., and D. M. Zimmer. 2005. Copula modeling: An introduction for practitioners. Foundations and Trends in Econometrics 1: 1-111.
- (2005) Foundations and Trends In Econometrics , vol.1 , pp. 1-111
- Trivedi, P.K.¹ Zimmer, D.M.²

10
- 0028666059
- Comparing earnings profiles in urban areas of an LDC: Rural-to-urban migrants vs. native workers
- Vijverberg, W. P. M., and L. A. Zeager. 1994. Comparing earnings profiles in urban areas of an LDC: Rural-to-urban migrants vs. native workers. Journal of Development Economics 45: 177-199.
- (1994) Journal of Development Economics , vol.45 , pp. 177-199
- Vijverberg, W.P.M.¹ Zeager, L.A.²

11
- 0000646447
- Likelihood ratio tests for model selection and non-nested hypotheses
- Vuong, Q. H. 1989. Likelihood ratio tests for model selection and non-nested hypotheses. Econometrica 57: 307-333.
- (1989) Econometrica , vol.57 , pp. 307-333
- Vuong, Q.H.¹

12
- 0003569851
- nd ed. Cambridge, MA: MIT Press
- nd ed. Cambridge, MA: MIT Press.
- (2010) Econometric Analysis of Cross Section and Panel Data
- Wooldridge, J.M.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.