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Showing 1 to 2 of 2 for “"generalised empirical likelihood"”.
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Essays in econometrics
… the bandwidth, may be estimated by maximum likelihood or cross-validation. Diagnostic checks are constructed based on residuals given by the predictive cumulative distribution function. Chapter 3 considers a set-up where additional information concerning the distribution of random variables …
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Essays in Econometrics
… subgroups of the population. Hansen's J-test and likelihood-based variants aim to have non-trivial power against a wide range of alternatives, whereas power against particular forms of heterogeneity or parameter instability are often of concern. The paper addresses this issue by providing …