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Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes
Lv, Xiaofeng; Gupeng, Zhang; Xu, Xinkuo; Li, Qinghai - In: Journal of economic inequality 15 (2017) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10011806598
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An analysis of tests against nonparametric alternatives in exponential mixture models
Seidel, Wilfried; Ševčíková, Hana - 2003
Persistent link: https://www.econbiz.de/10001760480
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An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002
Persistent link: https://www.econbiz.de/10001750003
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Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
Drost, Feike C.; Akker, Ramon van den; Werker, Bas J. M. - 2008
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression coefficients and a probability distribution on...
Persistent link: https://www.econbiz.de/10014050438
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Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued Ar(P) Models
Drost, Feike C.; Akker, Ramon van den; Werker, Bas J. M. - 2013
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression coefficients and a probability distribution on...
Persistent link: https://www.econbiz.de/10014217553
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Nonparametric likelihood ration tests
Marsh, Patrick - 2000
Persistent link: https://www.econbiz.de/10001541339
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Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke; Whang, Yoon-jae - In: Econometric theory 27 (2011) 1, pp. 114-153
Persistent link: https://www.econbiz.de/10009127140
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767429
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Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke (contributor); Whang, Yoon-jae (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468414