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Frequency domain generalized empirical likelihood method. (2013). Kakizawa, Yoshihide.
In: Journal of Time Series Analysis.
RePEc:bla:jtsera:v:34:y:2013:i:6:p:691-716.

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Cited: 2

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Cites: 27

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Cocites: 48

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  1. Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance. (2020). Yau, Chun Yip ; Chan, Ngai Hang ; Chen, Kun.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00723-5.

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  2. Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models. (2017). Akashi, Fumiya.
    In: Statistical Inference for Stochastic Processes.
    RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9159-3.

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References

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Cocites

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  3. Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin.
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  4. Local influence analysis for GMM estimation. (2022). Shi, Lei ; Gan, Wen ; Lu, Jun.
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  5. Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory.
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  6. Finite-sample Corrected Inference for Two-step GMM in Time Series. (2020). Hwang, Jungbin ; Valdes, Gonzalo.
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  7. Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators. (2020). Vigo Pereira, Caio ; Laurini, Marcio.
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  8. A higher-order correct fast moving-average bootstrap for dependent data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide.
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  9. Inference of local regression in the presence of nuisance parameters. (2020). Xu, Ke-Li.
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  10. A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide.
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  11. Penalized generalized empirical likelihood in high-dimensional weakly dependent data. (2019). Xiao, Fengjun ; Tian, Lemeng ; Shi, Haoming ; Zhang, Jia.
    In: Journal of Multivariate Analysis.
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  12. GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei.
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  13. Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. (2018). Lin, Eric ; Chou, Ta-Sheng .
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  14. Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models. (2018). Parente, Paulo ; Smith, Richard J.
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  15. Generalized empirical likelihood specification test robust to local misspecification. (2018). Park, Sung Y. ; Fan, Rui ; Li, Haiqi.
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  16. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong.
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  17. Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data. (2016). Pelgrin, Florian ; Guay, Alain.
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  19. GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. (2016). Prokhorov, Artem ; Hill, Jonathan B.
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  21. Econometricians Have Their Moments: GMM at 32. (2015). Dungey, Mardi ; Hall, Alastair R ; Tian, Jing ; Alexeev, Vitali.
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