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http://hdl.handle.net/2440/46463
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Type: | Journal article |
Title: | An adaptive empirical likelihood test for parametric time series regression models |
Author: | Chen, S. Gao, J. |
Citation: | Journal of Econometrics, 2007; 142(2):950-972 |
Publisher: | Elsevier Science Sa |
Issue Date: | 2007 |
ISSN: | 0304-4076 |
Statement of Responsibility: | Song Xi Chen and Jiti Gao |
Keywords: | Empirical likelihood; Goodness-of-fit test; Kernel estimation; Rate-optimal test; Nonparametric time series |
Rights: | Copyright © 2006 Elsevier B.V. All rights reserved. |
RMID: | 0020081874 |
DOI: | 10.1016/j.jeconom.2006.12.002 |
Appears in Collections: | Economics publications |
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