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. 00000bibtex @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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