The DOI matches its Crossref record; 66 of the 66 references it cites were found in a registry or an index.
Copula Modeling: An Introduction for Practitioners
Open accessAbstract
This article explores the copula approach for econometric modeling of joint parametric distributions. Although theoretical foundations of copulas are complex, this text demonstrates that practical implementation and estimation are relatively straightforward. An attractive feature of parametrically specified copulas is that estimation and inference are based on standard maximum likelihood procedures, and thus copulas can be estimated using desktop econometric software. This represents a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Discrete Choice Methods with Simulation
Train, K. E. (2001) · doi:10.1017/cbo9780511805271 · Cited by 7,784
Nelsen, R. B. (1999) · Lecture Notes in Statistics · doi:10.1007/978-1-4757-3076-0 · Cited by 7,744
Regression Analysis of Count Data
Cameron, A. C., & Trivedi, P. K. (2013) · doi:10.1017/cbo9781139013567 · Cited by 6,640
Self-citation(1976) · Annals of Economic and Social Measurement · Cited by 5,035
Non-Uniform Random Variate Generation
Devroye, L. (1986) · Springer eBooks · doi:10.1007/978-1-4613-8643-8 · Cited by 4,041
Empirical properties of asset returns: stylized facts and statistical issues
Cont, R. (2001) · Quantitative Finance · doi:10.1080/713665670 · Cited by 3,486
Multivariate Models and Dependence Concepts.
Ringrose, T., & Joe, H. (1998) · Biometrics · doi:10.2307/2533875 · Cited by 3,403
Schweizer, B., & Sklar, A. (1983) · CERN Document Server (European Organization for Nuclear Research) · Cited by 2,643
CLAYTON, D. G. (1978) · Biometrika · doi:10.1093/biomet/65.1.141 · Cited by 2,113
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Patton, A. J. (2006) · International Economic Review · doi:10.1111/j.1468-2354.2006.00387.x · Cited by 2,112
Cited by
Where is the land of Opportunity? The Geography of Intergenerational Mobility in the United States *
Chetty, R., Hendren, N., Kline, P., & Saez, E. (2014) · The Quarterly Journal of Economics · doi:10.1093/qje/qju022 · Cited by 2,922
Multivariate Standardized Drought Index: A parametric multi-index model
Hao, Z., & AghaKouchak, A. (2013) · Advances in Water Resources · doi:10.1016/j.advwatres.2013.03.009 · Cited by 960
The Effects of Traditional and Social Earned Media on Sales: A Study of a Microlending Marketplace
Stephen, A. T., & Galak, J. (2012) · Journal of Marketing Research · doi:10.1509/jmr.09.0401 · Cited by 600
A new probabilistic method for quantifying n‐dimensional ecological niches and niche overlap
Swanson, H. K., Lysy, M., Power, M., Stasko, A. D., Johnson, J. D., & Reist, J. D. (2015) · Ecology · doi:10.1890/14-0235.1 · Cited by 522
Where is the Land of Opportunity? The Geography of Intergenerational Mobility in the United States
Chetty, R., Hendren, N., Kline, P., & Saez, E. (2014) · National Bureau of Economic Research · doi:10.3386/w19843 · Cited by 298
Metadata
- Authors
- Trivedl, P. K., & Zimmer, D. M.
- Venue
- Foundations and Trends in Econometrics
- Publisher
- Emerald
- Published
- 2007-04-25
- Volume
- 1
- Issue
- 1
- Pages
- 1-111
- ISSN
- 1551-3076 (ISSN-L)
- 1551-3084
- OpenAlex
- W2001249527
- Cited by
- 867
- References
- 66
- FWCI
- 50.19
- Type
- journal article
- Language
- en
- Open access
- diamond
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Copula Modeling: An Introduction for Practitioners. https://app.cochat.ai/papers/10.1561/0800000005
- The paper
- Trivedl, P. K., & Zimmer, D. M. (2007). Copula Modeling: An Introduction for Practitioners. Foundations and Trends in Econometrics. https://doi.org/10.1561/0800000005
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
