Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model
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DOI: 10.1080/02664763.2016.1155204
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- Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021. "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers 202108, University of Pretoria, Department of Economics.
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