GEL Estimation for Semi-Strong Non-Linear GARCH with Robust Empirical Likelihood Inference
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
2009 ◽
Vol 12
(2)
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pp. 208-231
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2008 ◽
Vol 24
(12)
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pp. 2029-2040
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2019 ◽
Vol 38
(4)
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pp. 934-950
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2019 ◽
Vol 82
(1)
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pp. 155-174
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Keyword(s):