Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
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Publication:3161673
DOI10.1111/j.1368-423X.2009.00286.xzbMath1206.62045MaRDI QIDQ3161673
Publication date: 15 October 2010
Published in: Econometrics Journal (Search for Journal in Brave)
overidentifying restrictions; near-epoch dependence; blocking techniques; GMM estimators; nonlinear hypotheses
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
65C05: Monte Carlo methods
Related Items
A Progressive Block Empirical Likelihood Method for Time Series, A review of empirical likelihood methods for time series, Blockwise empirical likelihood for time series of counts, Efficient bootstrap with weakly dependent processes, A nonstandard empirical likelihood for time series
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