Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data

Francesco Bravo; D.T. Jacho-Chávez; Ba Chu

doi:10.1016/j.ecosta.2016.12.004

Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data

Francesco Bravo, D.T. Jacho-Chávez, Ba Chu

Economics

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	24
Journal	Econometrics and Statistics
Early online date	12 Jan 2017
DOIs	https://doi.org/10.1016/j.ecosta.2016.12.004
Publication status	E-pub ahead of print - 12 Jan 2017

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This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.

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10.1016/j.ecosta.2016.12.004

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This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
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Francesco Bravo
- Economics - Reader
Person: Academic

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author = "Francesco Bravo and D.T. Jacho-Ch{\'a}vez and Ba Chu",

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AU - Jacho-Chávez, D.T.

AU - Chu, Ba

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PY - 2017/1/12

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JF - Econometrics and Statistics

SN - 2452-3062

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Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data

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Francesco Bravo

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