generalized empirical likelihood estimators (see Smith (1997)) assigns a set of probabilities to each observation such that moment …

condition restrictions. The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative …

This paper considers the generalized empirical likelihood (GEL) method for estimating the parameters of the …

information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model … empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study …, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized …

empirical likelihood (GEL) provides the focus for the discussion. By defining an appropriate set of nonlinear moment conditions … respectively. Because the breadth of material covered by AS and K is so vast, we concentrate only on a few topics. Generalized …

We introduce test statistics based on generalized empirical likelihood methods that can be used to test simple … GENERALIZED EMPIRICAL LIKELIHOOD TESTS IN TIME SERIES MODELS WITH POTENTIAL IDENTIFICATION FAILURE Patrik …/05 Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure ∗ Patrik Guggenberger …

restrictions. It exploits the classical-like nature of generalized empirical likelihood (GEL) to define Pearson-type statistics for …