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There are 20903 results for: content related to: Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts *

  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE

    International Economic Review

    Volume 47, Issue 2, May 2006, Pages: 527–556, Andrew J. Patton

    Version of Record online : 11 APR 2006, DOI: 10.1111/j.1468-2354.2006.00387.x

  2. Discrete choice and stochastic utility maximization

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 1–27, Ruud H. Koning and Geert Ridder

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00097

  3. Tests for a change in persistence against the null of difference-stationarity

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 291–311, Stephen Leybourne, Tae-Hwan Kim, Vanessa Smith and Paul Newbold

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00110

  4. Testing for reduction to random walk in autoregressive conditional heteroskedasticity models

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 387–416, Claudia Klüppelberg, Ross A. Maller, Mark Van De Vyver and Derick Wee

    Version of Record online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00090

  5. ARMA representation of integrated and realized variances

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 335–356, Nour Meddahi

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00112

  6. Projection estimators for autoregressive panel data models

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 457–479, Stephen Bond and Frank Windmeijer

    Version of Record online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00093

  7. Semiparametric estimation of Value at Risk

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 261–290, Jianqing Fan and Juan Gu

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00109

  8. A full-factor multivariate GARCH model

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 312–334, I. D. Vrontos, P. Dellaportas and D. N. Politis

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00111

  9. Modelling sample selection using Archimedean copulas

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 99–123, Murray D. Smith

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00101

  10. Measurement of aggregate risk with copulas

    The Econometrics Journal

    Volume 8, Issue 3, November 2005, Pages: 428–454, Markus Junker and Angelika May

    Version of Record online : 25 NOV 2005, DOI: 10.1111/j.1368-423X.2005.00173.x

  11. Hierarchical Kendall copulas: Properties and inference

    Canadian Journal of Statistics

    Volume 42, Issue 1, March 2014, Pages: 78–108, Eike Christian Brechmann

    Version of Record online : 27 JAN 2014, DOI: 10.1002/cjs.11204

  12. Distribution of preferences and measurement errors in a disaggregated expenditure system

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 374–400, Jørgen Aasness, Erik Biørn and Terje Skjerpen

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00114

  13. Bounds for inference with nuisance parameters present only under the alternative

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 494–519, Filippo Altissimo and Valentina Corradi

    Version of Record online : 17 JAN 2003, DOI: 10.1111/1368-423X.00095

  14. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach

    Journal of Time Series Analysis

    Shiu Fung Wong, Howell Tong, Tak Kuen Siu and Zudi Lu

    Version of Record online : 15 AUG 2016, DOI: 10.1111/jtsa.12206

  15. A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution

    Statistics in Medicine

    Volume 34, Issue 29, 20 December 2015, Pages: 3842–3865, Aristidis K. Nikoloulopoulos

    Version of Record online : 2 AUG 2015, DOI: 10.1002/sim.6595

  16. Vine Copula Specifications for Stationary Multivariate Markov Chains

    Journal of Time Series Analysis

    Volume 36, Issue 2, March 2015, Pages: 228–246, Brendan K. Beare and Juwon Seo

    Version of Record online : 28 NOV 2014, DOI: 10.1111/jtsa.12103

  17. The Las Campanas Infrared Survey – II. Photometric redshifts, comparison with models and clustering evolution

    Monthly Notices of the Royal Astronomical Society

    Volume 332, Issue 3, May 2002, Pages: 617–646, A. E. Firth, R. S. Somerville, R. G. McMahon, O. Lahav, R. S. Ellis, C. N. Sabbey, P. J. McCarthy, H.-W. Chen, R. O. Marzke, J. Wilson, R. G. Abraham, M. G. Beckett, R. G. Carlberg, J. R. Lewis, C. D. Mackay, D. C. Murphy, A. E. Oemler and S. E. Persson

    Version of Record online : 14 MAY 2002, DOI: 10.1046/j.1365-8711.2002.05297.x

  18. Modeling high-dimensional time-varying dependence using dynamic D-vine models

    Applied Stochastic Models in Business and Industry

    Volume 32, Issue 5, September/October 2016, Pages: 621–638, Carlos Almeida, Claudia Czado and Hans Manner

    Version of Record online : 13 JUN 2016, DOI: 10.1002/asmb.2182

  19. IV Later Middle Ages (1200–1500)

    Annual Bulletin of Historical Literature

    Volume 84, Issue 1, November 2000, Pages: 25–44, S.H. Rigby and Diana Webb

    Version of Record online : 25 APR 2007, DOI: 10.1111/j.0066-3832.2000.00067.x

  20. Stochastic frontier models with dependent error components

    The Econometrics Journal

    Volume 11, Issue 1, March 2008, Pages: 172–192, Murray D. Smith

    Version of Record online : 4 JAN 2008, DOI: 10.1111/j.1368-423X.2007.00228.x