Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model

DOI10.1002/FOR.2257zbMath1397.62527OpenAlexW2133863323MaRDI QIDQ4687345

K. P. Lam, Hao Ding

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2257

zbMATH Keywords

outliersgeneralized method of momentsmaximum likelihooddepth function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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