SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Modelling sample selection using Archimedean copulas
13 references·16 citing·29 second hop
Modelling sample selection using Archimedean copulas (2003)Modelling sample selection using Archimed…Copulas for Finance - A Reading Guide and Some Applications (2007)Copulas for Finance - A Readi…Correlation and Dependence (2001)Correlation and DependenceCorrelation and Dependence (2001)Correlation and DependenceCorrelations and Copulas for Decision and Risk Analysis (1999)Correlations and Copulas for …An Introduction to Copulas (1999)An Introduction to CopulasA Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…The Empirical Content of the Roy Model (1990)The Empirical Content of the …The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…Shadow Prices, Market Wages, and Labor Supply (1974)Shadow Prices, Market Wages, …Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods (1971)Some Statistical Models for L…Financial inclusion and women’s economic empowerment: Evidence from Ethiopia (2023)Financial inclusion and women…Using Conditional Copula to Estimate Value at Risk (2021)Using Conditional Copula to E…Using Transactions Data to Improve Consumer Returns Forecasting (2019)Using Transactions Data to Im…Dealing With Endogeneity in Threshold Models Using Copulas (2019)Dealing With Endogeneity in T…Corporate social responsibility and dividend policy (2016)Corporate social responsibili…Dependent frequency–severity modeling of insurance claims (2015)Dependent frequency–severity …A joint model for mode choice and escort decisions of school trips (2014)A joint model for mode choice…Gender wage gaps, ‘sticky floors’ and ‘glass ceilings’ in Europe (2013)Gender wage gaps, ‘sticky flo…A Goodness-of-fit Test for Copulas (2013)A Goodness-of-fit Test for Co…Copula Estimation (2010)Copula EstimationStochastic frontier models with dependent error components (2008)Stochastic frontier models wi…Empirical likelihood based confidence intervals for copulas (2008)Empirical likelihood based co…Applying the copula approach to sample selection modelling (2008)Applying the copula approach …A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE (2007)A COPULA TEST SPACE MODEL HOW…Using Trivariate Copulas to Model Sample Selection and Treatment Effects (2005)Using Trivariate Copulas to M…The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests (2004)The Copula Approach to Sample…SOME THOUGHTS ON THE DISTRIBUTION OF EARNINGS 1 (1951)On the measurement of inequality (1970)Nash-Bargained Household Decisions: Toward a Generalization of the Theory of Demand (1981)Life Cycle Schooling and Dynamic Selection Bias: Models and Evidence for Five Cohorts of American Males (1998)The Economic Analysis of Immigration (1999)International Migration, Self‐Selection, and the Distribution of Wages: Evidence from Mexico and the United States (2005)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)A Theory of Marriage: Part I (1973)The analysis of household surveys (1997)Labor Supply: A Review of Alternative Approaches (1999)Enjoy the Joy of Copulas: With a Packagecopula (2007)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)A Comparison of Alternative Models for the Demand for Medical Care (1983)Using least squares and tobit in second stage DEA efficiency analyses (2008)Modeling Ordered Choices (2010)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Semiparametric estimation in copula models (2005)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1999An Introduction to Copulas7,743 cited
  • 1974Shadow Prices, Market Wages, and Labor Supply1,852 cited
  • 1990The Asymptotic Theory of Extreme Order Statistics1,830 cited
  • 1971Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods1,626 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 1990The Empirical Content of the Roy Model765 cited
  • 2001Correlation and Dependence456 cited
  • 2007Copulas for Finance - A Reading Guide and Some Applications426 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis343 cited
  • 2001Correlation and Dependence322 cited

Cited by

  • 2013Gender wage gaps, ‘sticky floors’ and ‘glass ceilings’ in Europe261 cited
  • 2016Corporate social responsibility and dividend policy175 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2005Using Trivariate Copulas to Model Sample Selection and Treatment Effects143 cited
  • 2021Using Conditional Copula to Estimate Value at Risk132 cited
  • 2004The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests119 cited
  • 2008Stochastic frontier models with dependent error components118 cited
  • 2015Dependent frequency–severity modeling of insurance claims89 cited
  • 2023Financial inclusion and women’s economic empowerment: Evidence from Ethiopia83 cited
  • 2013A Goodness-of-fit Test for Copulas69 cited
  • 2010Copula Estimation65 cited
  • 2014A joint model for mode choice and escort decisions of school trips50 cited
  • 2019Using Transactions Data to Improve Consumer Returns Forecasting46 cited
  • 2008Empirical likelihood based confidence intervals for copulas40 cited
  • 2008Applying the copula approach to sample selection modelling36 cited
  • 2019Dealing With Endogeneity in Threshold Models Using Copulas34 cited
  • 2007A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE28 cited