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;