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Title of Journal: Empir Econ

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Abbravation: Empirical Economics

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Springer Berlin Heidelberg

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DOI

10.1016/0028-2243(76)90001-0

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1435-8921

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Evidence on copulabased doublehurdle models with

Authors: Jörg Schwiebert
Publish Date: 2015/08/01
Volume: 51, Issue: 1, Pages: 245-289
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Abstract

I consider copulabased doublehurdle models with flexible marginal distributions While the copula must be specified in advance the marginal distributions are assumed to belong to a quite general class of distributions and need not be specified by the researcher in advance A simulation study indicates that the copulabased doublehurdle models with flexible margins perform well even when the selected copula has been misspecified An empirical application shows that copulabased doublehurdle models with flexible margins may outperform the conventionally used classical doublehurdle model based on a bivariate normality assumption

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