Empirical likelihood methods with weakly dependent processes
From MaRDI portal
Recommendations
- Empirical likelihood in some semiparametric models
- Empirical likelihood methods based on influence functions
- Blockwise empirical Euclidean likelihood for weakly dependent processes
- Empirical likelihood in some nonparametric and semiparametric models
- Empirical likelihood for partially linear models
- Empirical likelihood for partial linear models
- Empirical likelihood and general estimating equations
Cited in
(only showing first 100 items - show all)- EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
- An MCMC approach to classical estimation.
- Robust causality test of infinite variance processes
- Breakdown point theory for implied probability bootstrap
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Empirical likelihood for probability density functions under negatively associated samples
- Generalized empirical likelihood tests in time series models with potential identification failure
- Blockwise empirical Euclidean likelihood for weakly dependent processes
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Confidence intervals for probability density functions under associated samples
- Generalized empirical likelihood-based model selection criteria for moment condition models
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Empirical likelihood for quantiles under negatively associated samples
- Block empirical likelihood for longitudinal partially linear regression models
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical likelihood for heteroscedastic partially linear models
- Information in generalized method of moments estimation and entropy-based moment selection
- An adaptive empirical likelihood test for parametric time series regression models
- On the second-order properties of empirical likelihood with moment restrictions
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- GEL criteria for moment condition models
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Empirical likelihood for density-weighted average derivatives
- Empirical likelihood for single-index models
- Limited information likelihood and Bayesian analysis
- Frequency domain generalized empirical likelihood method
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Asymptotic expansions for sums of block-variables under weak dependence
- An empirical likelihood method for semiparametric linear regression with right censored data
- Bayesian semiparametric hierarchical empirical likelihood spatial models
- Testing linear restrictions in linear models with empirical likelihood
- On self-normalization for censored dependent data
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- gmm
- On empirical likelihood inference of a change-point
- A frequency domain empirical likelihood for short- and long-range dependence
- Inference for the mean difference in the two-sample random censorship model
- A nonstandard empirical likelihood for time series
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Nonparametric likelihood inference for general autoregressive models
- Empirical likelihood-based inference under imputation for missing response data
- Data Tilting for Time Series
- A note on the asymptotic behaviour of empirical likelihood statistics
- Portfolio optimization based on stochastic dominance and empirical likelihood
- Generalized moment estimation of stochastic differential equations
- Econometric estimation with high-dimensional moment equalities
- Empirical Likelihood-based Inference in Linear Models with Missing Data
- A review of empirical likelihood methods for time series
- Empirical likelihood confidence intervals for response mean with data missing at random
- Robustness of Bootstrap in Instrumental Variable Regression
- Testing conditional moment restrictions
- A nonparametric confidence interval for the trimmed mean
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
- momentfit
- Empirical likelihood for linear models under negatively associated errors
- Empirical likelihood for partially linear models under negatively associated errors
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Weighted empirical likelihood for generalized linear models with longitudinal data
- A test for model specification of diffusion processes
- Empirical likelihood in long-memory time series models
- Empirical likelihood semiparametric regression analysis under random censorship
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- Empirical likelihood for partial linear models under negatively associated errors
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Blockwise empirical likelihood for time series of counts
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Extending the scope of empirical likelihood
- Blockwise empirical entropy tests for time series regressions
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood
- A note on residual-based empirical likelihood kernel density estimation
- The signed-rank estimator for nonlinear regression with responses missing at random
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Comments on: A review on empirical likelihood methods for regression
- Adjusted empirical likelihood for time series models
- Sieve empirical likelihood ratio tests for nonparametric functions
- Estimating the conditional error distribution in non-parametric regression
- Adjusted empirical likelihood for long-memory time-series models
- Regenerative block empirical likelihood for Markov chains
- Improved Density Estimators for Invertible Linear Processes
- On the non-standard distribution of empirical likelihood estimators with spatial data
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.
- Jackknife-blockwise empirical likelihood methods under dependence
- Confidence intervals for nonparametric regression functions under negatively associated errors
- Hypothesis testing for high-dimensional time series via self-normalization
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
- On copula moment: empirical likelihood based estimation method
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- Empirical likelihood for NA series
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Quantile estimation in the presence of auxiliary information under negatively associated samples
This page was built for publication: Empirical likelihood methods with weakly dependent processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q100555)
