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Copula的灵活估计：美国住房危机的应用AI 解读

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 to understand the US housing crisis in the latter part of 2000s. The original study by Zimmer (2012) employs a finite-mixture copula to illustrate that the symmetry of the Gaussian copula may not be tenable, especially for US housing price data during the time period from 1975:Q2 to 2009:Q1.…

npRmpi：用于并行分布式核估计的 R 软件包AI 解读

The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/ho002/ . Please note: The publisher is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.