Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309)
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scientific article; zbMATH DE number 6581451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework |
scientific article; zbMATH DE number 6581451 |
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (English)
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18 May 2016
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blockwise empirical likelihood
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continuous updating estimator
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fixed-smoothing asymptotics
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generalized empirical likelihood
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heteroscedasticity and autocorrelation consistent
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over-identification test
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saddle point problem
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specification test
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