Pages that link to "Item:Q3409065"
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The following pages link to GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065):
Displaying 19 items.
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
- Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
