Estimation of the Threshold Models with an Endogenous Transition Variable: A Copula Approach

Chang-Ching Lin, Hung-Pin Lai

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publication 2013 Econometric Society Australasian Meeting
Place of PublicationSydney, Australia
Publication statusPublished - 2013 Jul

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

Cite this

Lin, C-C., & Lai, H-P. (2013). Estimation of the Threshold Models with an Endogenous Transition Variable: A Copula Approach. In 2013 Econometric Society Australasian Meeting