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

Business & Economics

• Generalized Empirical Likelihood 100%
• Weak Identification 92%
• Time Series Models 64%
• Test Statistic 32%
• Partial Identification 28%
• Econometrics 24%
• Statistics 22%
• Weak Instruments 21%
• Moment Conditions 20%
• Asymptotic Theory 20%
• Monte Carlo Study 18%
• Finite Sample 16%
• Testing 12%
• Inference 12%
• Estimator 12%
• Alternatives 7%
• Performance 5%

Mathematics

• Empirical Likelihood 69%
• Time Series Models 68%
• Econometrics 33%
• Test Statistic 26%
• Weak Instruments 25%
• Likelihood Inference 18%
• Moment Conditions 17%
• Chi-square 17%
• Rejection 17%
• Likelihood Methods 17%
• Monte Carlo Study 16%
• Asymptotic Theory 16%
• Unknown Parameters 14%
• Null 13%
• Time series 13%
• Statistic 13%
• Testing 10%
• Statistics 10%
• Alternatives 9%
• Context 9%
• Estimator 9%
• Performance 9%
• Generalise 8%

Engineering & Materials Science

• Time series 52%
• Statistics 45%
• Testing 7%