Reconstructing high dimensional dynamic distributions from distributions of lower dimension
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Other versions of this item:
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
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Keywordspseudo-likelihood; composite likelihood; multivariate distribution; copulas;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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