Exact Maximum Likelihood Estimation for Copula Models
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References listed on IDEAS
- Fantazzini, Dean, 2010. "Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2562-2579, November.
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- Aldy, Joseph E., 2014.
"The Labor Market Impacts of the 2010 Deepwater Horizon Oil Spill and Offshore Oil Drilling Moratorium,"
dp-14-27, Resources For the Future.
- Aldy, Joseph E., 2014. "The Labor Market Impacts of the 2010 Deepwater Horizon Oil Spill and Offshore Oil Drilling Moratorium," Working Paper Series rwp14-037, Harvard University, John F. Kennedy School of Government.
- Joseph E. Aldy, 2014. "The Labor Market Impacts of the 2010 Deepwater Horizon Oil Spill and Offshore Oil Drilling Moratorium," NBER Working Papers 20409, National Bureau of Economic Research, Inc.
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KeywordsCopula Models; Parameter Inference; Exactly Maximum Likelihood; Differential Evolution; Threshold Accepting;
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