Modelling sample selection using Archimedean copulas
Smith, Murray D
Modelling sample selection using Archimedean copulas J5085 2003 - 2003 - 99-123 V. 06 Issue. 1
Econometrics
Selectivity;Self selection model;Switching regimes model;Double selection model;Sklars theorem;Copula representation;Copula approach;Families of copulas;Archimedean;Kendalls;
Modelling sample selection using Archimedean copulas J5085 2003 - 2003 - 99-123 V. 06 Issue. 1
Econometrics
Selectivity;Self selection model;Switching regimes model;Double selection model;Sklars theorem;Copula representation;Copula approach;Families of copulas;Archimedean;Kendalls;