Generalized empirical likelihood specification test robust to local misspecification
type: Item
instance of: scholarly article
title: Generalized empirical likelihood specification test robust to local misspecification
zbMATH Open document ID: 1402.62203
author: Haiqi Li
author: Rui Fan
author: Sung-Young Park
published in: Economics Letters
publication date: 2018-10-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 6948346
zbMATH Keywords: generalized empirical likelihood
zbMATH Keywords: local misspecification
zbMATH Keywords: robust specification test
zbMATH Keywords: time series setting
MaRDI profile type: Publication
full work available at URL: j.econlet.2018.07.024
OpenAlex ID: W2885014445
cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias
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cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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cites work: Empirical likelihood ratio confidence intervals for a single functional
cites work: Empirical likelihood and general estimating equations
cites work: GEL CRITERIA FOR MOMENT CONDITION MODELS
Wikidata QID: Q129488243
DOI: 10.1016/J.ECONLET.2018.07.024
description: scientific article; zbMATH DE number 6948346