Implement copula approach by Haschka (2021)

[mmeierer]

Implement panel data extension of Park/Gupta (2012)'s copula method proposed by Haschka (2021)

• [ ] Ask for replication materials for the paper
• [ ] Define required data input format and command structure (e.g., possible adaptations of the formula interface)

See here: https://journals.sagepub.com/doi/abs/10.1177/00222437211070820?casa_token=okQH-wYLXWsAAAAA:GMTY59OBQFtIpwe0SBIRIevzRD_sOKWgxhhe8hAMaBYdEAezHEl653mPMHx2YnGWxEtW_92vs2BqQw

[ashgreat]

I recently learned from someone that the author Rouven E. Haschka is open to sharing his R code with authors who want to use his method.

Edit: I emailed him and he was kind enough to share his R code.