Pages that link to "Item:Q290944"

The following pages link to Generalized empirical likelihood tests in time series models with potential identification failure (Q290944):

Displaying 17 items.

• A review of empirical likelihood methods for time series (Q466523) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
• Reduce computation in profile empirical likelihood method (Q3087599) (← links)
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
• Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)