FLoRA Replication Atlas › Browse

The Role of Copulas in the Housing Crisis

David M. Zimmer

Review of Economics and Statistics, 2012. DOI 10.1162/rest_a_00172

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful. The earliest on record is from 2015.

Replications

• Flexible Estimation of Copulas: An Application to the US Housing Crisis, Ho et al. (2015). Journal of Applied Econometrics. Outcome recorded: successful. Our replication finds that the application of the nonparametric copula to the same and extended filtered data provides an alternative flexible specification for copulas Outcome read from the abstract. View paper

Cite this record

Zimmer, D. M. (2012). The Role of Copulas in the Housing Crisis. Review of Economics and Statistics, 94(2), 607–620. https://doi.org/10.1162/rest a 00172

Other studies in the atlas

• Infants' Social Evaluation of Helpers and Hinderers: A Large‐Scale, Multi‐Lab…
• Neurometabolic Disorders: Potentially Treatable Abnormalities in Patients With…
• A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
• Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation
• Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation
• Evidence that Seat Belts Are as Effective as Child Safety Seats in Preventing Death for…

Failed replications · Successful replications · All browse pages