Is there anyone that have done some work on copulas in pymc or even worked on a latent instrumental variable approach using copulas to tackle endogeneity issues?
Looking for examples or developers who done some work on this.
Is there anyone that have done some work on copulas in pymc or even worked on a latent instrumental variable approach using copulas to tackle endogeneity issues?
Looking for examples or developers who done some work on this.
Here are two resources:
thanks for the resources, are you aware of anyone here that tried to utilize (bayesian)copulas as latent instrumental variables to tackle endogeneity or do you have any concrete tips, havent really found any literature on the topic