Generalized empirical likelihood tests in time series models with potential identification failure

Guggenberger, Patrik, Smith, Richard J. . Journal of Econometrics 2008. 142 (1) :134-161

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Bibtex

@article{CIS-248891,
  Author = {Guggenberger, Patrik and Smith, Richard J.},
  Title = {Generalized empirical likelihood tests in time series models with potential identification failure},
  Journal = {Journal of Econometrics},
  Volume = {142},
  Number = {1},
  Year = {2008},
  Pages = {134--161},
  Keywords = {Similar tests, Weak identification, Size Distortion, nonlinear moment conditions}
}

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