High dimensional generalized empirical likelihood for moment restrictions with dependent data
Work
Year: 2014
Type: article
Source: Journal of Econometrics
Authors Jinyuan Chang, Song Xi Chen, Xiaohong Chen
Institutions The University of Melbourne, Southwestern University of Finance and Economics, Peking University, Yale University
Cites: 65
Cited by: 61
Related to: 10
FWCI: 3.993
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green