npcopula-code.zip
Creators:
Anson T. Y. Ho
;
Kim P. Huynh
;
David T. Jacho-Chávez
From the dataset abstract
Zimmer (?The role of copulas in the housing crisis?, Review of Economics and Statistics 2012; 94: 607-620) provides an interesting case study of the pitfalls of using parametric copulas...
Source: Flexible Estimation of Copulas: An Application to the US Housing Crisis (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3554319a-d25a-48ed-9685-637d1e6f490e/resource/13f9b947-f890-4f92-b780-f90d47c4e216/download/npcopula-code.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
