Generalized empirical likelihood tests in time series models with potential identification failure (Q290944): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number: 6589301 / rank | |||
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generalized empirical likelihood | |||
Property / zbMATH Keywords: generalized empirical likelihood / rank | |||
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nonlinear moment conditions | |||
Property / zbMATH Keywords: nonlinear moment conditions / rank | |||
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similar tests | |||
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size distortion | |||
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weak identification | |||
Property / zbMATH Keywords: weak identification / rank | |||
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Revision as of 19:45, 27 June 2023
scientific article
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English | Generalized empirical likelihood tests in time series models with potential identification failure |
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Generalized empirical likelihood tests in time series models with potential identification failure (English)
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3 June 2016
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generalized empirical likelihood
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nonlinear moment conditions
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similar tests
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size distortion
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weak identification
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