% Version 1.0 Dated October 2021
Copyright %%%%%%%%%%% This main code was written by O.Damette BETA, Université de Lorraine S.Goutte CEMOTEV, Université Paris-Saclay Please cite this paper if you use this code:
Olivier Damette & Stephane Goutte & Qing Pei, 2020. "Climate and nomadic migration in a nonlinear world: evidence of the historical China," Climatic Change, Springer, vol.163(4),pages 2055-207.
% Needs the Patton Copula Toolbox which can be downloaded
% from http://public.econ.duke.edu/~ap172/Patton_copula_toolbox.zip
% This toolbox is a collection of Matlab functions on copulas for financial
% time series. The main papers from that research are listed below.
% http://fmg.lse.ac.uk/~patton
% References
% - Granger, C.W.J, T. Ter‰svirta, and A.J. Patton, 2006 Common Factors in Conditional
% Distributions for Bivariate Time Series, Journal of Econometrics, 132(1), 43-57.
% - Patton, A.J., 2004, On the Out-of-Sample Importance of Skewness and Asymmetric Dependence
% for Asset Allocation, Journal of Financial Econometrics, 2(1), 130-168.
% - Patton, A.J., 2006, Modelling Asymmetric Exchange Rate Dependence, International Economic
% Review, 47(2), 527-556.
% - Patton, A.J., 2006, Estimation of Multivariate Models for Time Series of Possibly Different
% Lengths, Journal of Applied Econometrics, 21(2), 147-173.