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A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng; Tang, Cheng Yong - In: Journal of econometrics 180 (2014) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
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On the second-order properties of empirical likelihood with moment restrictions
Chen, Song Xi; Cui, Hengjian - In: Journal of econometrics 141 (2007) 2, pp. 492-516
Persistent link: https://www.econbiz.de/10003571315
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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10003571369
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An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002
Persistent link: https://www.econbiz.de/10001750003