Copula-based Tests for Nonclassical Measurement Error – The Case of Fractional Random Variables
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More about this item
Keywords
Copula; Fractional variable; Maximum likelihood; Measurement error; Probability integral transform; Score test.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-01-21 (Econometrics)
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