Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309)

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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
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    Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (English)
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    18 May 2016
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    blockwise empirical likelihood
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    continuous updating estimator
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    fixed-smoothing asymptotics
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    generalized empirical likelihood
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    heteroscedasticity and autocorrelation consistent
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    over-identification test
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    saddle point problem
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    specification test
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