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Bartlett Correction of Empirical Likelihood for Non-Gaussian Short-Memory Time Series

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  • Kun Chen
  • Ngai Hang Chan
  • Chun Yip Yau

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  • Kun Chen & Ngai Hang Chan & Chun Yip Yau, 2016. "Bartlett Correction of Empirical Likelihood for Non-Gaussian Short-Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 624-649, September.
    • Handle: RePEc:bla:jtsera:v:37:y:2016:i:5:p:624-649
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    File URL: http://hdl.handle.net/10.1111/jtsa.12175
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    References listed on IDEAS

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    1. Camponovo, Lorenzo & Otsu, Taisuke, 2014. "On Bartlett correctability of empirical likelihood in generalized power divergence family," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 38-43.
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    Cited by:

    1. Kun Chen & Ngai Hang Chan & Chun Yip Yau, 2020. "Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1159-1173, October.
    2. Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.

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