An adaptive empirical likelihood test for parametric time series regression models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 5224898 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
- A power comparison between nonparametric regression tests.
- A simple consistent bootstrap test for a parametric regression function
- Adaptive hypothesis testing using wavelets
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Bootstrap of kernel smoothing in nonlinear time series
- Comparing nonparametric versus parametric regression fits
- Consistent model specification tests for time series econometric models
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Empirical likelihood and general estimating equations
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Extending the scope of empirical likelihood
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- Identification of nonlinear time series from first order cumulative characteristics
- Large Sample Properties of Generalized Method of Moments Estimators
- Linearity testing using local polynomial approximation
- Model specification tests in nonparametric stochastic regression models
- Nonparametric goodness-of-fit testing under Gaussian models
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Nonparametric tests of linearity for time series
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Testing conditional moment restrictions
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
Cited in
(29)- Blockwise empirical entropy tests for time series regressions
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Specification test for panel data models with interactive fixed effects
- Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
- Empirical likelihood ratio tests for multivariate regression models
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Smoothed jackknife empirical likelihood method for ROC curve
- An updated review of goodness-of-fit tests for regression models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Empirical likelihood test for stationary short memory time series models
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- An empirical-likelihood-based multivariate EWMA control scheme
- The empirical likelihood goodness-of-fit test for regression models
- Robust adaptive rate-optimal testing for the white noise hypothesis
- On implied volatility for options -- some reasons to smile and more to correct
- Reduce computation in profile empirical likelihood method
- Coefficient constancy test in generalized random coefficient autoregressive model
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- Simultaneous specification testing of mean and variance structures in nonlinear time series regression
- Empirical likelihood for an autoregressive model with explanatory variables
- A review of empirical likelihood methods for time series
- Statistical inference for generalized random coefficient autoregressive model
- Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
- Conditional heteroscedasticity test for Poisson autoregressive model
- Long-range dependent time series specification
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Specification testing in discretized diffusion models: theory and practice
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
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