Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part

Author:

Fan Guo-Liang,Xu Hong-Xia,Huang Zhen-Sheng

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modelling and Simulation,Statistics and Probability,Analysis

Reference33 articles.

1. Banerjee, A., Pitarakis, J.Y.: Functional cointegration: definition and nonparametric estimation. Stud. Nonlinear Dyn. Econom. 18, 507–520 (2014)

2. Carroll, R.J., Ruppert, D., Stefanski, L.A.: Measurement Error in Nonlinear Models. Chapman & Hall, London (1995)

3. Chen, J.H., Qin, J.: Empirical likelihood estimation for finite populations and the effective usage of auxiliary information. Biometrika 80, 10–116 (1993)

4. Cui, H.J., Li, R.C.: On parameter estimation for semi-linear error-in-variables models. J. Multivar. Anal. 64, 1–24 (1998)

5. Engle, R.F., Granger, W.J., Rice, J., Weiss, A.: Semiparametric estimates of the relation between weather and electricity sales. J. Am. Stat. Assoc. 80, 310–320 (1986)

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