Empirical likelihood inference for partial linear models with ARCH(1) errors

DOI10.1016/j.mcm.2012.07.016zbMath1286.62078OpenAlexW2089425125MaRDI QIDQ2450485

De-Hui Wang, Zhuoxi Yu, Shishun Zhao

Publication date: 14 May 2014

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2012.07.016

zbMATH Keywords

confidence intervalspartial linear modelempirical log-likelihoodARCH(1) errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

Statistical inferences in a partially linear model with autoregressive errors

Cites Work

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• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Convergence rates for parametric components in a partly linear model
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Penalized quasi-likelihood estimation in partial linear models
• Local linear estimation in partly linear models
• Empirical likelihood for partially linear models
• Asymptotics of estimators in semi-parametric model under NA samples
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional

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