scholarly journals Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis

2014 ◽  
Vol 42 (2) ◽  
pp. 309-326 ◽  
Author(s):  
Haiyan Zhao ◽  
Fred Huffer ◽  
Xu-Feng Niu
Keyword(s):  
Data Analysis ◽  
Longitudinal Data ◽  
Longitudinal Data Analysis ◽  
Varying Coefficient Models ◽  
Time Varying ◽  
Varying Coefficient

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

2014 ◽  
Vol 518 ◽  
pp. 356-360
Author(s):  
Chang Qing Liu
Keyword(s):  
Data Analysis ◽  
Empirical Likelihood ◽  
Real Data ◽  
Likelihood Method ◽  
Varying Coefficient Models ◽  
Empirical Likelihood Method ◽  
Real Data Analysis ◽  
Varying Coefficient ◽  
Testing Method

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.

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