Results 1 to 10 of about 246,417 (162)

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast [PDF]

Entropy
We investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under ...
Gilberto Boaretto, Márcio Poletti Laurini   +1 more
doaj   +2 more sources

Empirical Likelihood Statistical Inference for the BINAR(1) Process [PDF]

Mathematics
In this paper, we apply the empirical likelihood (EL) approach to the bivariate first-order integer-valued autoregressive (BINAR(1)) model. The maximum empirical likelihood (MEL) estimator for this process is constructed by the empirical likelihood ratio
Yan Liu, Yifei Wang, Bo Shao
doaj   +2 more sources

A Semiparametric Empirical Likelihood Estimation Method for Mixed Integer-Valued Autoregressive Model

Axioms
This paper investigates a first-order mixed integer-valued autoregressive model based on the binomial thinning operator. The proposed MINAR(1) model allows the count process to evolve under heterogeneous autoregressive mechanisms and therefore provides ...
Qi Li, Xiaolei Zhang, Jianhua Cheng, Dehui Wang   +3 more
doaj   +2 more sources

Testing Equality of Autocorrelation Coefficients in Two Independent Time Series Using Empirical Likelihood

Mathematics
The present paper considers an empirical likelihood approach for testing equality of autocorrelation coefficients in two independent stationary time series.
Reinis Alksnis, Janis Valeinis
doaj   +2 more sources

Semiparametric fractional imputation using empirical likelihood in survey sampling [PDF]

Statistical Theory and Related Fields, 2017
The empirical likelihood method is a powerful tool for incorporating moment conditions in statistical inference. We propose a novel application of the empirical likelihood for handling item non-response in survey sampling.
Sixia Chen, Jae kwang Kim
doaj   +2 more sources

Implementing empirical likelihood within the causal inference framework to study causal effects of air pollution on reproductive development. [PDF]

Stat Methods Med Res
Sharghi S, Stoll KE, Thurston SW, Barrett E, Johnson B.   +4 more
europepmc   +3 more sources

Confidence Regions for Parameters in Stationary Time Series Models With Gaussian Noise

Frontiers in Physics, 2022
This article develops two new empirical likelihood methods for long-memory time series models based on adjusted empirical likelihood and mean empirical likelihood.
Xiuzhen Zhang, Xiuzhen Zhang, Riquan Zhang, Zhiping Lu   +3 more
doaj   +1 more source

Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model

Mathematics, 2023
This paper studies the estimation and inference of a partially linear varying coefficient spatial autoregressive panel data model with fixed effects. By means of the basis function approximations and the instrumental variable methods, we propose a two ...
Sanying Feng, Tiejun Tong, Sung Nok Chiu
doaj   +1 more source

A selective review of statistical methods using calibration information from similar studies

Statistical Theory and Related Fields, 2022
In the era of big data, divide-and-conquer, parallel, and distributed inference methods have become increasingly popular. How to effectively use the calibration information from each machine in parallel computation has become a challenging task for ...
Jing Qin, Yukun Liu, Pengfei Li
doaj   +2 more sources

On copula moment: empirical likelihood based estimation method [PDF]

Arab Journal of Mathematical Sciences, 2022
Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the ...
Jihane Abdelli, Brahim Brahimi
doaj   +1 more source