Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362)
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scientific article; zbMATH DE number 6997514
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| English | Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions |
scientific article; zbMATH DE number 6997514 |
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Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (English)
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4 January 2019
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auxiliary information
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empirical likelihood
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generalized random coefficient autoregressive model
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martingale difference
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least square estimator
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0.8776370882987976
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0.8532904386520386
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0.8285675048828125
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0.8178232908248901
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0.8057807087898254
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