Efficient Estimation of Copula-Based Semiparametric Markov Models (2009)

First Author: Chen X
Attributed to:  The Centre for Microdata Methods and Practice (CEMMAP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.1349768

Publication URI: http://dx.doi.org/10.2139/ssrn.1349768

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal