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20232026
most citedEndogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference

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econ.EM2026

Local Gaussian copula inference with structural breaks: testing dependence predictability

Alexander Mayer, Tatsushi Oka, Dominik Wied

We propose a score test for dependence predictability in conditional copulas that is robust to temporal instabilities. Our semiparametric procedure accommodates flexible dynamics i…