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Article provided by Springer in its journal Metrika.

Volume (Year): 68 (2008)
Issue (Month): 3 (November)
Pages: 351-363
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Handle: RePEc:spr:metrik:v:68:y:2008:i:3:p:351-363

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Related research

Keywords: Blocking; Spatial lattice data; Non-stationarity; Non-stochastic regressors;

References listed on IDEAS
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1. Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January. [Downloadable!] (restricted)
2. Yoon Dong Lee & Soumendra N. Lahiri, 2002. "Least squares variogram fitting by spatial subsampling," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 837-854. [Downloadable!] (restricted)
3. Lin, Lu & Zhang, Runchu, 2001. "Blockwise empirical Euclidean likelihood for weakly dependent processes," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 143-152, June. [Downloadable!] (restricted)
4. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
   Other versions:
   • Imbens, G.W. & Johnson, P. & Spady, R.H., 1995. "Information Theoretic Approaches to Inference in Movement Condition Models," Economics Papers 99, Economics Group, Nuffield College, University of Oxford.
   • Guido W Imbens, Phillip Johnson & Richard H Spady, . "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
   • Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," NBER Technical Working Papers 0186, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," Harvard Institute of Economic Research Working Papers 1736, Harvard - Institute of Economic Research.
5. Bravo, Francesco, 2004. "Empirical Likelihood Based Inference With Applications To Some Econometric Models," Econometric Theory, Cambridge University Press, vol. 20(02), pages 231-264, April. [Downloadable!]
6. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(2), pages 185-210, 03. [Downloadable!] (restricted)
7. Francesco Bravo, 2002. "Testing linear restrictions in linear models with empirical likelihood," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 104-130, June. [Downloadable!] (restricted)
8. Bradley, Richard C., 1989. "A caution on mixing conditions for random fields," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 489-491, October. [Downloadable!] (restricted)

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