Blockwise empirical entropy tests for time series regressions
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Publication:5467601
DOI10.1111/j.1467-9892.2005.00398.xzbMath1091.62069OpenAlexW3121286712MaRDI QIDQ5467601
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00398.x
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)
Related Items (9)
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models ⋮ A higher-order correct fast moving-average bootstrap for dependent data ⋮ An empirical likelihood method for spatial regression ⋮ A nonstandard empirical likelihood for time series ⋮ A review of empirical likelihood methods for time series ⋮ A Progressive Block Empirical Likelihood Method for Time Series ⋮ Empirical likelihood block bootstrapping ⋮ Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
Cites Work
- Empirical likelihood methods with weakly dependent processes
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Testing the restrictions implied by the rational expectations hypothesis
- On the sample variance of linear statistics derived from mixing sequences
- Combined and least squares empirical likelihood
- Comparing empirical likelihood and bootstrap hypothesis tests
- An evaluation of the power and conditionality properties of empirical likelihood
- Empirical likelihood as a goodness-of-fit measure
- Intentionally Biased Bootstrap Methods
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