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David M. Zimmer · Study

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David M. Zimmer

6 works· latest 2017· 2 institutionscluster: provisionalORCID 0000-0002-3131-709X

h-index6

i106

Citations1,204

Works here6

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Most cited in this library

Copula Modeling: An Introduction for Practitioners2007 · 876 citations
Using Trivariate Copulas to Model Sample Selection and Treatment Effects2005 · 143 citations
The Role of Copulas in the Housing Crisis2010 · 87 citations
A Note on Identification of Bivariate Copulas for Discrete Count Data2017 · 47 citations
Time-Varying Correlation in Housing Prices2014 · 26 citations

Works

6 shown

A Note on Identification of Bivariate Copulas for Discrete Count Data

Econometrics·2017·2 authors·Open access

47citations

ANALYZING COMOVEMENTS IN HOUSING PRICES USING VINE COPULAS

Economic Inquiry·2014·1 author

25citations

Time-Varying Correlation in Housing Prices

The Journal of Real Estate Finance and Economics·2014·1 author

26citations

The Role of Copulas in the Housing Crisis

The Review of Economics and Statistics·2010·1 author

87citations

Copula Modeling: An Introduction for Practitioners

Foundations and Trends® in Econometrics·2007·2 authors·Open access

876citations

Using Trivariate Copulas to Model Sample Selection and Treatment Effects

Journal of Business and Economic Statistics·2005·2 authors

143citations