Generalized empirical likelihood tests in time series models with potential identification failure
Year of publication: |
2005-04
|
---|---|
Authors: | Guggenberger, Patrik ; Smith, Richard |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
Subject: | Generalized Empirical Likelihood | Nonlinear Moment Conditions | Similar Tests | Size Distortion | Weak Identification |
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