Empirical likelihood methods with weakly dependent processes
From MaRDI portal
(Redirected from Publication:100555)
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)- Testing conditional moment restrictions
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Nonparametric likelihood inference for general autoregressive models
- Robustness of Bootstrap in Instrumental Variable Regression
- Empirical likelihood for single-index models
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- A fusion learning method to subgroup analysis of Alzheimer's disease
- Frequency domain generalized empirical likelihood method
- Data Tilting for Time Series
- Empirical likelihood block bootstrapping
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- An MCMC approach to classical estimation.
- Empirical likelihood for average derivatives
- Hypothesis testing for high-dimensional time series via self-normalization
- Penalized empirical likelihood inference for the GINAR(p) model
- GMC/GEL estimation of stochastic volatility models
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Block empirical likelihood for longitudinal partially linear regression models
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for density-weighted average derivatives
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Empirical Likelihood for Threshold Autoregressive Models
- Empirical likelihood for partially time-varying coefficient models with dependent observations
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Empirical likelihood for change point detection in autoregressive models
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes
- Editors' introduction
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Weighted empirical likelihood inference for dynamical correlations
- Regenerative block empirical likelihood for Markov chains
- Confidence intervals for nonparametric regression functions under negatively associated errors
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
- Empirical likelihood inference for functional coefficient ARCH-M model
- GEL estimation and tests of spatial autoregressive models
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Empirical likelihood for linear models under linear process errors
- Inference of local regression in the presence of nuisance parameters
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Information in generalized method of moments estimation and entropy-based moment selection
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Bayesian semiparametric hierarchical empirical likelihood spatial models
- Improved Density Estimators for Invertible Linear Processes
- A note on residual-based empirical likelihood kernel density estimation
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Empirical Likelihood-based Inference in Linear Models with Missing Data
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series
- Improved generalized method of moments estimators for weakly dependent observations
- Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data
- A review of empirical likelihood methods for time series
- Estimating the conditional error distribution in non-parametric regression
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
- An adaptive empirical likelihood test for parametric time series regression models
- On the second-order properties of empirical likelihood with moment restrictions
- Connections between entropic and linear projections in asset pricing estimation
- Generalized empirical likelihood tests in time series models with potential identification failure
- Adjusted empirical likelihood for probability density functions under strong mixing samples
- Confidence intervals for probability density functions under associated samples
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
- A higher-order correct fast moving-average bootstrap for dependent data
- Semiparametric estimation of moment condition models with weakly dependent data
- Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- Asymptotic expansions for sums of block-variables under weak dependence
- Interval estimation for a simple bilinear model
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Oracle M-estimation for time series models
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
- Testing for structural instability in moment restriction models: an info-metric approach
- Empirical likelihood of the distribution function in the finite point under \(\phi \)-mixing samples
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- Robust inference theory for non-regular time series models and its extensions
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- A blockwise empirical likelihood method for time series in frequency domain inference
- Limited information likelihood and Bayesian analysis
- On the non-standard distribution of empirical likelihood estimators with spatial data
- An empirical likelihood method for spatial regression
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Generalized moment estimation of stochastic differential equations
- Econometric estimation with high-dimensional moment equalities
- Empirical likelihood for single-index regression models under negatively associated errors
- An empirical-likelihood-based structural-change test for INAR processes
- Blockwise empirical entropy tests for time series regressions
- Empirical likelihood for linear models under \(m\)-dependent errors
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
- gmm
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes
- Gaussian Processes and Bayesian Moment Estimation
- Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
- momentfit
- Empirical likelihood for partially linear models under negatively associated errors
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)
