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Results:
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Results: 3
Using Copulas to Model Time Dependence in Stochastic Frontier Models
Authors:
Amsler, Christine Prokhorov, Artem Schmidt, Peter
Citation:
Amsler, Christine et al., Using Copulas to Model Time Dependence in Stochastic Frontier Models, Econometric reviews , 33(5-6), 2014, pp. 497-522
A Goodness-of-fit Test for Copulas
Authors:
Huang, Wanling Prokhorov, Artem
Citation:
Huang, Wanling et Prokhorov, Artem, A Goodness-of-fit Test for Copulas, Econometric reviews , 33(7), 2014, pp. 751-771
Generalized information matrix tests for copulas
Authors:
Prokhorov, Artem Schepsmeier, Ulf Zhu, Yajing
Citation:
Prokhorov, Artem et al., Generalized information matrix tests for copulas, Econometric reviews , 38(9), 2019, pp. 1024-1054
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