Copulas in Econometrics
简要回顾了Copula理论，并介绍了其在经济学中的两个重要应用：多元建模和部分识别依赖于两个随机变量联合分布的参数，其中边际分布固定或已知。
Copulas are functions that describe the dependence between two or more random variables. This article provides a brief review of copula theory and two areas of economics in which copulas have played important roles: multivariate modeling and partial identification of parameters that depend on the joint distribution of two random variables with fixed or known marginal distributions. We focus on bivariate copulas but provide references on recent advances in constructing higher-dimensional copulas.