Results 11 to 20 of about 257,916 (299)

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

Mean Empirical Likelihood [PDF]

Computational Statistics & Data Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Liang 0003, Hongsheng Dai, Shuyuan He   +2 more
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Computing Generalized Method of Moments and Generalized Empirical Likelihood with R

Journal of Statistical Software, 2010
This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package ...
Pierre Chaussé
doaj   +1 more source

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

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

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

Empirical and Hybrid Likelihood

, 2021
In this thesis, we work with empirical likelihood functions and hybrid combinations of these with parametric likelihoods. We state and prove an analogue to Wilks theorem for the empirical likelihood function. In addition, we derive an alternative characterization of the map, and use it to reformulate maximization of the empirical likelihood function as
Dæhlen, Ingrid
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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

A Unified Test for the AR Error Structure of an Autoregressive Model

Axioms, 2022
A direct application of autoregressive (AR) models with independent and identically distributed (iid) errors is sometimes inadequate to fit the time series data well.
Xinyi Wei, Xiaohui Liu, Yawen Fan, Li Tan, Qing Liu   +4 more
doaj   +1 more source

Split sample empirical likelihood

Computational Statistics & Data Analysis, 2020
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation of the likelihood function.
Adam Jaeger, Nicole A. Lazar
openaire   +4 more sources