EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060)

From MaRDI portal

Revision as of 21:47, 24 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	EMPIRICAL LIKELIHOOD FOR GARCH MODELS	scientific article

Statements

scholarly article

0 references

EMPIRICAL LIKELIHOOD FOR GARCH MODELS (English)

0 references

0 references

0 references

Econometric Theory

0 references

publication date

7 November 2006

0 references

MaRDI profile type

MaRDI publication profile

0 references

THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION

0 references

Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

0 references

Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

0 references

Empirical likelihood methods with weakly dependent processes

0 references

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence

0 references

Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors

0 references

Distribution theory for unit root tests with conditional heteroskedasticity

0 references

Identifiers

zbMATH Open document ID

0 references

10.1017/S0266466606060208

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3409060

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3409060&oldid=34894935"