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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c0ea0db6-c4e1-4012-83eb-26281c056b71/resource/767fc7a3-0225-4474-948d-ceb5a0d3cc5c/download/npcopula-code.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
