EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463): Difference between revisions

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+Empirical likelihood confidence intervals for local linear smoothers
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+Likelihood-Based Local Linear Estimation of the Conditional Variance Function
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+On the second-order properties of empirical likelihood with moment restrictions
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+Conditional variance estimation in heteroscedastic regression models
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+Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors
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+An equilibrium characterization of the term structure
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+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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+Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors
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+Empirical likelihood ratio confidence regions
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+A Conditional Kolmogorov Test
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+Empirical likelihood ratio confidence intervals for a single functional
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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Estimation and Testing Stationarity for Double-Autoregressive Models
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+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+Empirical likelihood methods with weakly dependent processes
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Comparing nonparametric versus parametric regression fits
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+The bootstrap and Edgeworth expansion
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+Normal rank
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Efficient estimation of conditional variance functions in stochastic regression
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+Goodness-of-Fit Tests for Parametric Regression Models
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+A selective overview of nonparametric methods in financial econometrics
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+A Theory of the Term Structure of Interest Rates
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+An adaptive empirical likelihood test for parametric time series regression models
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