Cutting Feedback in Misspecified Copula Models
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- Joe, Harry, 2005. "Asymptotic efficiency of the two-stage estimation method for copula-based models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 401-419, June.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2023-11-06 (Econometrics)
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