Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Chen, X. & Fan, Y. Journal of Econometrics, 135(1-2):125–154, 2006. 00000
bibtex   
@article{chen_estimation_2006,
	title = {Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification},
	volume = {135},
	number = {1-2},
	journal = {Journal of Econometrics},
	author = {Chen, Xiaohong and Fan, Yanqin},
	year = {2006},
	note = {00000},
	keywords = {\#nosource},
	pages = {125--154}
}
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