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Modelling sample selection using Archimedean copulas

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Cited by:

  1. Conti, Gabriella & Poupakis, Stavros & Ekamper, Peter & Bijwaard, Govert E. & Lumey, L.H., 2024. "Severe prenatal shocks and adolescent health: Evidence from the Dutch Hunger Winter," Economics & Human Biology, Elsevier, vol. 53(C).
  2. Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
  3. Abdulhamid A. Alzaid & Weaam M. Alhadlaq, 2023. "A New Family of Archimedean Copulas: The Half-Logistic Family of Copulas," Mathematics, MDPI, vol. 12(1), pages 1-18, December.
  4. Azam, Kazim & Pitt, Michael, 2014. "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," Economic Research Papers 270232, University of Warwick - Department of Economics.
  5. Pablo Mitnik & David Grusky, 2018. "The Intergenerational Elasticity of What? The Case for Redefining the Workhorse Measure of Economic Mobility," Working Papers 2018-043, Human Capital and Economic Opportunity Working Group.
  6. Philippe Van Kerm, 2013. "Generalized measures of wage differentials," Empirical Economics, Springer, vol. 45(1), pages 465-482, August.
  7. Marra, Giampiero & Wyszynski, Karol, 2016. "Semi-parametric copula sample selection models for count responses," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 110-129.
  8. Victor Chernozhukov & Iv'an Fern'andez-Val & Siyi Luo, 2018. "Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK," Papers 1811.11603, arXiv.org, revised Dec 2023.
  9. Kostov, Philip & Patton, Myles & Moss, Joan E. & McErlean, Seamus, 2005. "Does Gibrat's Law Hold Amongst Dairy Farmers in Northern Ireland?," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24775, European Association of Agricultural Economists.
  10. Marra, Giampiero & Radice, Rosalba, 2013. "Estimation of a regression spline sample selection model," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 158-173.
  11. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
  12. Bérengère Davin & Xavier Joutard & Alain Paraponaris, 2019. ""If You Were Me": Proxy Respondents' Biases in Population Health Surveys," Working Papers halshs-02036434, HAL.
  13. Liang Peng & Yongcheng Qi & Ingrid Van Keilegom, 2012. "Jackknife empirical likelihood method for copulas," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 74-92, March.
  14. Andrés Ramírez–Hassan & Rosember Guerra–Urzola, 2021. "Bayesian treatment effects due to a subsidized health program: the case of preventive health care utilization in Medellín (Colombia)," Empirical Economics, Springer, vol. 60(3), pages 1477-1506, March.
  15. Chen, Heng & Fan, Yanqin & Wu, Jisong, 2014. "A flexible parametric approach for estimating switching regime models and treatment effect parameters," Journal of Econometrics, Elsevier, vol. 181(2), pages 77-91.
  16. Karol Wyszynski & Giampiero Marra, 2018. "Sample selection models for count data in R," Computational Statistics, Springer, vol. 33(3), pages 1385-1412, September.
  17. Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher, 2014. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 14-29, January.
  18. Wiemann, Paul F.V. & Klein, Nadja & Kneib, Thomas, 2022. "Correcting for sample selection bias in Bayesian distributional regression models," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  19. Jörg Schwiebert, 2016. "Multinomial choice models based on Archimedean copulas," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 333-354, July.
  20. Prokhorov, Artem & Schmidt, Peter, 2009. "Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas," Journal of Econometrics, Elsevier, vol. 153(1), pages 93-104, November.
  21. Rainer Winkelmann, 2012. "Copula Bivariate Probit Models: With An Application To Medical Expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 21(12), pages 1444-1455, December.
  22. Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2018_1702, CEMFI.
  23. Yang, Jingping & Cheng, Shihong & Zhang, Lihong, 2006. "Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence," Insurance: Mathematics and Economics, Elsevier, vol. 39(2), pages 267-284, October.
  24. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
  25. Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
  26. Terence C. Cheng & Pravin K. Trivedi, 2015. "Attrition Bias in Panel Data: A Sheep in Wolf's Clothing? A Case Study Based on the Mabel Survey," Health Economics, John Wiley & Sons, Ltd., vol. 24(9), pages 1101-1117, September.
  27. Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
  28. Ekaterina Selezneva & Philippe Van Kerm, 2013. "Inequality-Adjusted Gender Wage Differentials in Germany," SOEPpapers on Multidisciplinary Panel Data Research 579, DIW Berlin, The German Socio-Economic Panel (SOEP).
  29. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
  30. Rong Zhang & Brett A. Inder & Xibin Zhang, 2012. "Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach," Monash Econometrics and Business Statistics Working Papers 5/12, Monash University, Department of Econometrics and Business Statistics.
  31. Yen, Steven T. & Yuan, Yan & Liu, Xiaowen, 2009. "Alcohol consumption by men in China: A non-Gaussian censored system approach," China Economic Review, Elsevier, vol. 20(2), pages 162-173, June.
  32. Eberth, Barbara & Smith, Murray D., 2010. "Modelling the participation decision and duration of sporting activity in Scotland," Economic Modelling, Elsevier, vol. 27(4), pages 822-834, July.
  33. Azam, Kazim & Pitt, Michael, 2014. "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," The Warwick Economics Research Paper Series (TWERPS) 1051, University of Warwick, Department of Economics.
  34. McGovern, Mark E. & Canning, David & Bärnighausen, Till, 2018. "Accounting for non-response bias using participation incentives and survey design: An application using gift vouchers," Economics Letters, Elsevier, vol. 171(C), pages 239-244.
  35. Dalla Valle Luciana, 2016. "The Use of Official Statistics in Self-Selection Bias Modeling," Journal of Official Statistics, Sciendo, vol. 32(4), pages 887-905, December.
  36. Zolotoy, L., 2008. "Empirical essays on the information transfer between and the informational efficiency of stock markets," Other publications TiSEM 2a2652c6-1060-4622-8721-8, Tilburg University, School of Economics and Management.
  37. Chen, F. & Huang, G.H. & Fan, Y.R. & Chen, J.P., 2017. "A copula-based fuzzy chance-constrained programming model and its application to electric power generation systems planning," Applied Energy, Elsevier, vol. 187(C), pages 291-309.
  38. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  39. Dragana Radicic & Geoffrey Pugh & Hugo Hollanders & René Wintjes & Jon Fairburn, 2016. "The impact of innovation support programs on small and medium enterprises innovation in traditional manufacturing industries: An evaluation for seven European Union regions," Environment and Planning C, , vol. 34(8), pages 1425-1452, December.
  40. Hasebe, Takuya & Vijverberg, Wim P., 2012. "A Flexible Sample Selection Model: A GTL-Copula Approach," IZA Discussion Papers 7003, Institute of Labor Economics (IZA).
  41. Zhang, Rong & Inder, Brett A. & Zhang, Xibin, 2015. "Bayesian estimation of a discrete response model with double rules of sample selection," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 81-96.
  42. Rashed Khanjani-Shiraz & Salman Khodayifar & Panos M. Pardalos, 2021. "Copula theory approach to stochastic geometric programming," Journal of Global Optimization, Springer, vol. 81(2), pages 435-468, October.
  43. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
  44. Giampiero Marra & Rosalba Radice & Silvia Missiroli, 2014. "Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models," Computational Statistics, Springer, vol. 29(3), pages 715-741, June.
  45. Murat GENÇ & Murray SMITH, 2008. "Wage Gaps in the New Zealand Labour Market," EcoMod2008 23800042, EcoMod.
  46. Ekaterina Selezneva & Philippe Van Kerm, 2016. "A distribution-sensitive examination of the gender wage gap in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 14(1), pages 21-40, March.
  47. Murray D Smith, 2004. "Stochastic Frontier Models With Correlated Error Components," Econometric Society 2004 Australasian Meetings 121, Econometric Society.
  48. Christofides, Louis N. & Polycarpou, Alexandros & Vrachimis, Konstantinos, 2013. "Gender wage gaps, ‘sticky floors’ and ‘glass ceilings’ in Europe," Labour Economics, Elsevier, vol. 21(C), pages 86-102.
  49. Henry Penikas, 2022. "Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 20-48, June.
  50. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
  51. Keay, Myoung-Jin, 2016. "Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection," Economics Letters, Elsevier, vol. 144(C), pages 85-87.
  52. Yu, Lining & Voit, Eberhard O., 2006. "Construction of bivariate S-distributions with copulas," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1822-1839, December.
  53. Murray D. Smith, 2005. "Using Copulas to Model Switching Regimes with an Application to Child Labour," The Economic Record, The Economic Society of Australia, vol. 81(s1), pages 47-57, August.
  54. Elisabetta Strazzera & Margarita Genius, 2004. "The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests," Working Papers 2004.73, Fondazione Eni Enrico Mattei.
  55. Brandão, Lucas G.L. & Ehrl, Philipp, 2022. "The impact of transmission auctions on Brazilian electric power companies," Utilities Policy, Elsevier, vol. 78(C).
  56. Mahamadou Roufahi Tankari, 2020. "Rainfall variability and farm households’ food insecurity in Burkina Faso: nonfarm activities as a coping strategy," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(3), pages 567-578, June.
  57. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
  58. Wojtyś, Małgorzata & Marra, Giampiero & Radice, Rosalba, 2018. "Copula based generalized additive models for location, scale and shape with non-random sample selection," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 1-14.
  59. Seonho Shin, 2022. "To work or not? Wages or subsidies?: Copula-based evidence of subsidized refugees’ negative selection into employment," Empirical Economics, Springer, vol. 63(4), pages 2209-2252, October.
  60. Schwiebert, Jörg, 2012. "Analyzing the Composition of the Female Workforce - A Semiparametric Copula Approach," Hannover Economic Papers (HEP) dp-503, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  61. Lin, Zhenguo & Liu, Yingchun & Xie, Jia, 2021. "Banking deregulation and homeownership," Journal of Housing Economics, Elsevier, vol. 52(C).
  62. Steven T. Yen & Donald J. Bruce & Lisa Jahns, 2012. "Supplemental Nutrition Assistance Program Participation And Health: Evidence From Low‐Income Individuals In Tennessee," Contemporary Economic Policy, Western Economic Association International, vol. 30(1), pages 1-12, January.
  63. Steven T. Yen & Andrew K.G. Tan & Rodolfo M. Nayga Jr, 2011. "Determinants of fruit and vegetable consumption in Malaysia: an ordinal system approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(2), pages 239-256, April.
  64. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
  65. Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald, 2018. "A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 246-262.
  66. Diane Dancer & Anu Rammohan & Murray D. Smith, 2008. "Infant mortality and child nutrition in Bangladesh," Health Economics, John Wiley & Sons, Ltd., vol. 17(9), pages 1015-1035, September.
  67. Woraphon Yamaka & Paravee Maneejuk & Rungrapee Phadkantha & Wiranya Puntoon & Payap Tarkhamtham & Tatcha Sudtasan, 2023. "Survival and Duration Analysis of MSMEs in Chiang Mai, Thailand: Evidence from the Post-COVID-19 Recovery," Mathematics, MDPI, vol. 11(4), pages 1-21, February.
  68. Mark McGovern & David Canning & Till Bärnighausen, 2018. "Accounting for Non-Response Bias using Participation Incentives and Survey Design," CHaRMS Working Papers 18-02, Centre for HeAlth Research at the Management School (CHaRMS).
  69. Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
  70. Mi Hyun Lee & Sang Pil Han & Sungho Park & Wonseok Oh, 2023. "Positive Demand Spillover of Popular App Adoption: Implications for Platform Owners’ Management of Complements," Information Systems Research, INFORMS, vol. 34(3), pages 961-995, September.
  71. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
  72. Adrian (Waikong) Cheung & May Hu & Jörg Schwiebert, 2018. "Corporate social responsibility and dividend policy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 787-816, September.
  73. Casey Quinn, 2005. "Generalisable regression methods for costeffectiveness using copulas," Health, Econometrics and Data Group (HEDG) Working Papers 05/13, HEDG, c/o Department of Economics, University of York.
  74. Steven T. Yen & Biing‐Hwan Lin, 2008. "Quasi‐maximum likelihood estimation of a censored equation system with a copula approach: meat consumption by U.S. individuals," Agricultural Economics, International Association of Agricultural Economists, vol. 39(2), pages 207-217, September.
  75. Kieran Marray, 2024. "Estimating Spillovers from Sampled Connections," Papers 2410.17154, arXiv.org.
  76. Margarita Genius & Elisabetta Strazzera, 2008. "Applying the copula approach to sample selection modelling," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1443-1455.
  77. Rong Zhang & Brett A. Inder & Xibin Zhang, 2013. "Bayesian estimation of a discrete response model with double rules of sample selection," Monash Econometrics and Business Statistics Working Papers 24/13, Monash University, Department of Econometrics and Business Statistics.
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