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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/46463
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dc.contributor.authorChen, S.-
dc.contributor.authorGao, J.-
dc.date.issued2007-
dc.identifier.citationJournal of Econometrics, 2007; 142(2):950-972-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/2440/46463-
dc.description.statementofresponsibilitySong Xi Chen and Jiti Gao-
dc.language.isoen-
dc.publisherElsevier Science Sa-
dc.rightsCopyright © 2006 Elsevier B.V. All rights reserved.-
dc.source.urihttp://dx.doi.org/10.1016/j.jeconom.2006.12.002-
dc.subjectEmpirical likelihood-
dc.subjectGoodness-of-fit test-
dc.subjectKernel estimation-
dc.subjectRate-optimal test-
dc.subjectNonparametric time series-
dc.titleAn adaptive empirical likelihood test for parametric time series regression models-
dc.typeJournal article-
dc.identifier.doi10.1016/j.jeconom.2006.12.002-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest
Economics publications

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