Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
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- A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modeling the Differences in Counted Outcomes using Bivariate Copula Models: with Application to Mismeasured Counts," Working Papers 43, University of California, Davis, Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Wanling Huang & Artem Prokhorov, 2014.
"A Goodness-of-fit Test for Copulas,"
Econometric Reviews,
Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
- Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
- Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
- Peter J. Danaher & Michael S. Smith, 2011. "Rejoinder--Estimation Issues for Copulas Applied to Marketing Data," Marketing Science, INFORMS, vol. 30(1), pages 25-28, 01-02.
- Yen, Steven T. & Tan, Andrew K.G., 2011. "Fruit and vegetable consumption in Malaysia: a count system approach," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115969, European Association of Agricultural Economists.
- Eugenio Miravete, 2014. "Testing for complementarities among countable strategies," Empirical Economics, Springer, vol. 46(4), pages 1521-1544, June.
- Fantazzini, Dean, 2008. "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 11(3), pages 87-122.
- Bhat, Chandra R. & Eluru, Naveen, 2009. "A copula-based approach to accommodate residential self-selection effects in travel behavior modeling," Transportation Research Part B: Methodological, Elsevier, vol. 43(7), pages 749-765, August.
- Marra, Giampiero & Wyszynski, Karol, 2016. "Semi-parametric copula sample selection models for count responses," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 110-129.
- Prokhorov, Artem & Schmidt, Peter, 2009.
"Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas,"
Journal of Econometrics,
Elsevier, vol. 153(1), pages 93-104, November.
- Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics.
- Chandra Bhat & Ipek Sener, 2009. "A copula-based closed-form binary logit choice model for accommodating spatial correlation across observational units," Journal of Geographical Systems, Springer, vol. 11(3), pages 243-272, September.
- Miravete, Eugenio J, 2007.
"Competing with Menus of Tariff Options,"
CEPR Discussion Papers
6279, C.E.P.R. Discussion Papers.
- Eugenio Miravete, 2007. "“Competing with Menus of Tariff Options”," Working Papers 07-02, NET Institute, revised Jul 2007.
- repec:eee:jmvana:v:159:y:2017:i:c:p:82-110 is not listed on IDEAS
- Liang Peng & Yongcheng Qi & Ingrid Van Keilegom, 2012. "Jackknife empirical likelihood method for copulas," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 74-92, March.
- So, Sunha & Lee, Dong-Hee & Jung, Byoung Cheol, 2011. "An alternative bivariate zero-inflated negative binomial regression model using a copula," Economics Letters, Elsevier, vol. 113(2), pages 183-185.
- Katarzyna Bień-Barkowska, 2012. "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 117-142, June.
- Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, Center for Economic and Financial Research (CEFIR).
- Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
- Chen, Jian & Peng, Liang & Zhao, Yichuan, 2009. "Empirical likelihood based confidence intervals for copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 137-151, January.
- Pravin Trivedi & David Zimmer, 2017. "A Note on Identification of Bivariate Copulas for Discrete Count Data," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-11, February.
- Tsung-Shan Tsou, 2016. "Robust likelihood inference for multivariate correlated count data," Computational Statistics, Springer, vol. 31(3), pages 845-857, September.
- Hasebe, Takuya & Vijverberg, Wim P., 2012. "A Flexible Sample Selection Model: A GTL-Copula Approach," IZA Discussion Papers 7003, Institute for the Study of Labor (IZA).
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers 10, Department of Applied Econometrics, Warsaw School of Economics.
- John Mullahy, 2017. "Individual Results May Vary: Elementary Analytics of Inequality-Probability Bounds, with Applications to Health-Outcome Treatment Effects," NBER Working Papers 23603, National Bureau of Economic Research, Inc.
- Steven T. Yen & Biing-Hwan Lin, 2008. "Quasi-maximum likelihood estimation of a censored equation system with a copula approach: meat consumption by U.S. individuals," Agricultural Economics, International Association of Agricultural Economists, vol. 39(2), pages 207-217, September.
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