Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Unit Root Tests under Time-Varying Variances
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+Testing for unit roots in time series models with non-stationary volatility
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+A review on empirical likelihood methods for regression
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+Regression with Nonstationary Volatility
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+Empirical likelihood for partially linear models
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+Adaptive estimation of autoregressive models with time-varying variances
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+Empirical likelihood analysis of the Buckley-James estimator
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+Publication:5880117