A note on the asymptotic behaviour of empirical likelihood statistics
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Volume (Year): 19 (2010)
Issue (Month): 4 (November)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Chan, Ngai Hang & Ling, Shiqing, 2006. "Empirical Likelihood For Garch Models," Econometric Theory, Cambridge University Press, vol. 22(03), pages 403-428, June.
- Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005.
"Empirical likelihood confidence intervals for the mean of a long-range dependent process,"
Hannover Economic Papers (HEP)
dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 576-599, 07.
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