In this paper, we use the empirical likelihood method to make inferences for the coefficient difference of a two-sample linear regression model with missing response data. The commonly used empirical likelihood ratio is not concave for this problem, so we append a natural and well-explained...

Second-order diffusion process can not only model integrated and differentiated diffusion processes but also overcome the difficulties associated with the nondifferentiability of the Brownian motion, so these models play an important role in econometric analysis. In this paper, we propose a...