Empirical likelihood for an autoregressive model with explanatory variables
DOI10.1080/03610920903411267zbMATH Open1208.62144OpenAlexW2106705814MaRDI QIDQ3083804FDOQ3083804
Authors: Zhiwen Zhao, Dehui Wang 
Publication date: 23 March 2011
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903411267
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Cites Work
- Empirical likelihood ratio confidence regions
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Empirical likelihood confidence regions in time series models
- An adaptive empirical likelihood test for parametric time series regression models
- Generalized empirical likelihood tests in time series models with potential identification failure
- The empirical likelihood goodness-of-fit test for regression models
- Strong consistency of least squares estimates in dynamic models
- On the asymptotic properties of least-squares estimators in autoregression
Cited In (17)
- Title not available (Why is that?)
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- Empirical likelihood inference in autoregressive models with time-varying variances
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Bayesian inference for quantile autoregressive model with explanatory variables
- A review of empirical likelihood methods for time series
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
- Empirical likelihood inference for error density estimators in first-order autoregression models
- Empirical likelihood for LAD estimators in infinite variance ARMA models
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
- Empirical likelihood inference for AR (\(p\)) model
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Empirical likelihood confidence regions for autoregressive models with explanatory variables
- Empirical likelihood-based subset selection for partially linear autoregressive models
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