Patrik Buggenberger
Selected Publications
Generalized empirical likelihood tests in time series models with potential identification failure
We introduce test statistics based on generalized empirical likelihood methods that can be used to test […]
Previous version
Generalized empirical likelihood tests in time series models with potential identification failure
We introduce test statistics based on generalized empirical likelihood methods that can be used to test […]
Latest version
Generalized empirical likelihood estimators and tests under partial, weak and strong identification
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) […]