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- Sun Jun 23, 2024 9:59 am
- Forum: Examples and Sample Code
- Topic: COPULA.RPF—Copula estimation
- Replies: 15
- Views: 23189
Re: COPULA.RPF—Copula estimation
Hi, How to do a full log likelihood estimation in RATS? From Trivedi and Zimmer the loglikelihood is LN(b1,b2,c) = L1,N (b1,b2) + L2,N (b1,b2,c). where is the second part on the right hand of the equation involves the dependence parameter. We are interested in b1 and b2, which are the parameters in ...