Comments on: A review on empirical likelihood methods for regression

DOI10.1007/s11749-009-0162-xzbMath1203.62047OpenAlexW2033385474MaRDI QIDQ5966109

Carlos Velasco

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0162-x

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (1)

A review of empirical likelihood methods for time series

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Generalized empirical likelihood tests in time series models with potential identification failure
• The jackknife and the bootstrap for general stationary observations
• A frequency domain empirical likelihood for short- and long-range dependence
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
• Automatic Lag Selection in Covariance Matrix Estimation
• Empirical likelihood confidence regions in time series models
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• An Empirical Likelihood Goodness-of-Fit Test for Time Series

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