Pages that link to "Item:Q290944"

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

Displayed 14 items.

• A review of empirical likelihood methods for time series (Q466523) ‎ (← 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)
• 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)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) ‎ (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) ‎ (← links)
• Comments on: A review on empirical likelihood methods for regression (Q5966109) ‎ (← links)