Blockwise empirical entropy tests for time series regressions
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- Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012.
"A Non-standard Empirical Likelihood for Time Series,"
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- Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N., 2013. "A Nonstandard Empirical Likelihood for Time Series," Staff General Research Papers Archive 37203, Iowa State University, Department of Economics.
- Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
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- Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics.
- Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," Cowles Foundation Discussion Papers 1569, Cowles Foundation for Research in Economics, Yale University.
- Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," Levine's Bibliography 321307000000000307, UCLA Department of Economics.
- Francesco Bravo, 2016. "Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 690-708, September.
- Marc G. Genton & Peter Hall, 2016. "A tilting approach to ranking influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 77-97, January.
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