Empirical likelihood for an autoregressive model with explanatory variables
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Publication:3083804
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Cites work
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- An adaptive empirical likelihood test for parametric time series regression models
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence regions in time series models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- Generalized empirical likelihood tests in time series models with potential identification failure
- On the asymptotic properties of least-squares estimators in autoregression
- Strong consistency of least squares estimates in dynamic models
- The empirical likelihood goodness-of-fit test for regression models
Cited in
(21)- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
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- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- A review of empirical likelihood methods for time series
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
- Empirical likelihood inference in autoregressive models with time-varying variances
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
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