EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060): Difference between revisions

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+THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL  INTEGRATION
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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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+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+https://doi.org/10.1017/s0266466606060208
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+W2014372855
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