This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification Author info | Abstract | Publisher info | Download info | Related research | Statistics Chen, Xiaohong
Fan, Yanqin
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 135 (2006)
Issue (Month): 1-2 ()
Pages: 125-154
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:135:y:2006:i:1-2:p:125-154Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008.
"Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship ,"
Cowles Foundation Discussion Papers
1683, Cowles Foundation, Yale University.
[Downloadable!]
Andrew J. Patton, 2008.
"Copula-Based Models for Financial Time Series ,"
OFRC Working Papers Series
2008fe21, Oxford Financial Research Centre.
[Downloadable!]
Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007.
"Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models ,"
Monash Econometrics and Business Statistics Working Papers
8/07, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Chollete, Loran & Ning, Cathy, 2009.
"The Dependence Structure of Macroeconomic Variables in the US ,"
UiS Working Papers in Economics and Finance
2009/31, University of Stavanger.
[Downloadable!]
Manner, Hans & Candelon, Bertrand, 2007.
"Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas ,"
Research Memoranda
052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Hafner, Christian M. & Manner, Hans, 2008.
"Dynamic stochastic copula models: Estimation, inference and applications ,"
Research Memoranda
043, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Access and
download statistics Did you know? You too can volunteer with RePEc.
This page was last updated on 2009-12-9.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .