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This chapter examines the case where the latent forces that characterize the 2TSF model are statistically dependent. We provide three different models, two based on specific distributional assumptions, and a third that uses Copulas, with detailed guidance on simulation methods. The empirical application of the chapter shows how one can disentangle bargaining and idiosyncratic components in the 2TSF Nash bargaining model of Chap. 4 .

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Allowing for Intra-error Dependence

  • 章节

  • 发表日期：

    2025年

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  • Alecos Papadopoulos,
  • Christopher F. Parmeter

摘要

This chapter examines the case where the latent forces that characterize the 2TSF model are statistically dependent. We provide three different models, two based on specific distributional assumptions, and a third that uses Copulas, with detailed guidance on simulation methods. The empirical application of the chapter shows how one can disentangle bargaining and idiosyncratic components in the 2TSF Nash bargaining model of Chap. 4 .