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    • Moment Redundancy Test with Application to Efficiency-Improving Copulas 

      Hao, Bowen; Prokhorov, Artem; Qian, Hailong (Business Analytics., 2019-03-25)
      Moment redundancy as defined by Breusch et al. (1999) is a testable hypothesis. We propose a simple test of the hypothesis in the context of copula-based pseudo-maximum likelihood estimation considered by Prokhorov and ...