An adaptive empirical likelihood test for parametric time series regression models

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 950-972

  Chen, Song Xi ^a   Gao, Jiti ^b  

^a Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Empirical likelihood; Goodness of fit test; Kernel estimation; Nonparametric time series; Rate optimal test

Indexed keywords

BANDWIDTH; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

KERNEL ESTIMATION; NONPARAMETRIC TIME SERIES; NULL HYPOTHESIS; OPTIMAL RATE;

TIME SERIES ANALYSIS;

EID: 34848910728     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.12.002     Document Type: Article

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