EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060)

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English	EMPIRICAL LIKELIHOOD FOR GARCH MODELS	scientific article

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scholarly article

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EMPIRICAL LIKELIHOOD FOR GARCH MODELS (English)

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Econometric Theory

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publication date

7 November 2006

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MaRDI profile type

MaRDI publication profile

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THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION

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Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

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Empirical likelihood methods with weakly dependent processes

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Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence

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Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors

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Distribution theory for unit root tests with conditional heteroskedasticity

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full work available at URL

https://doi.org/10.1017/s0266466606060208

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Identifiers

zbMATH Open document ID

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10.1017/S0266466606060208

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:3409060

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