Comments on: A review on empirical likelihood methods for regression
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 18 (2009)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000.
"An empirical likelihood goodness-of-fit test for time series,"
SFB 373 Discussion Papers
2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness-of-fit test for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678.
- Kenneth D. West & Whitney K. Newey, 1995.
"Automatic Lag Selection in Covariance Matrix Estimation,"
NBER Technical Working Papers
0144, National Bureau of Economic Research, Inc.
- Newey, Whitney K & West, Kenneth D, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," Review of Economic Studies, Wiley Blackwell, vol. 61(4), pages 631-53, October.
- Li, Minqiang & Peng, Liang & Qi, Yongcheng, 2011. "Reduce computation in profile empirical likelihood method," MPRA Paper 33744, University Library of Munich, Germany.
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