FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W581362066> ?p ?o ?g. }

• W581362066 abstract "This thesis investigates the statistical properties of Kernel Smoothed Empirical Likelihood (KSEL, e.g. Smith, 1997 and 2004) estimator and various associated inference procedures in weakly dependent data. New tests for structural stability are proposed and analysed. Asymptotic analyses and Monte Carlo experiments are applied to assess these new tests, theoretically and empirically. Chapter 1 reviews and discusses some estimation and inferential properties of Empirical Likelihood (EL, Owen, 1988) for identically and independently distributed data and compares it with Generalised EL (GEL), GMM and other estimators. KSEL is extensively treated, by specialising kernel-smoothed GEL in the working paper of Smith (2004), some of whose results and proofs are extended and refined in Chapter 2. Asymptotic properties of some tests in Smith (2004) are also analysed under local alternatives. These special treatments on KSEL lay the foundation for analyses in Chapters 3 and 4, which would not otherwise follow straightforwardly. In Chapters 3 and 4, subsample KSEL estimators are proposed to assist the development of KSEL structural stability tests to diagnose for a given breakpoint and for an unknown breakpoint, respectively, based on relevant work using GMM (e.g. Hall and Sen, 1999; Andrews and Fair, 1988; Andrews and Ploberger, 1994). It is also original in these two chapters that moment functions are allowed to be kernel-smoothed after or before the sample split, and it is rigorously proved that these two smoothing orders are asymptotically equivalent. The overall null hypothesis of structural stability is decomposed according to the identifying and overidentifying restrictions, as Hall and Sen (1999) advocate in GMM, leading to a more practical and precise structural stability diagnosis procedure. In this framework, these KSEL structural stability tests are also proved via asymptotic analysis to be capable of identifying different sources of instability, arising from parameter value change or violation of overidentifying restrictions. The analyses show that these KSEL tests follow the same limit distributions as their counterparts using GMM. To examine the finite-sample performance of KSEL structural stability tests in comparison to GMM's, Monte Carlo simulations are conducted in Chapter 5 using a simple linear model considered by Hall and Sen (1999). This chapter details some relevant computational algorithms and permits different smoothing order, kernel type and prewhitening options. In general, simulation evidence seems to suggest that compared to GMM's tests, these newly proposed KSEL tests often perform comparably. However, in some cases, the sizes of these can be slightly larger, and the false null hypotheses are rejected with much higher frequencies. Thus, these KSEL based tests are valid theoretical and practical alternatives to GMM's." @default.
• W581362066 created "2016-06-24" @default.
• W581362066 creator A5045834305 @default.
• W581362066 date "2011-03-02" @default.
• W581362066 modified "2023-09-24" @default.
• W581362066 title "Empirical likelihood with applications in time series" @default.
• W581362066 hasPublicationYear "2011" @default.
• W581362066 type Work @default.
• W581362066 sameAs 581362066 @default.
• W581362066 citedByCount "0" @default.
• W581362066 crossrefType "dissertation" @default.
• W581362066 hasAuthorship W581362066A5045834305 @default.
• W581362066 hasConcept C105795698 @default.
• W581362066 hasConcept C108710211 @default.
• W581362066 hasConcept C112972136 @default.
• W581362066 hasConcept C118615104 @default.
• W581362066 hasConcept C119047807 @default.
• W581362066 hasConcept C119857082 @default.
• W581362066 hasConcept C122123141 @default.
• W581362066 hasConcept C122280245 @default.
• W581362066 hasConcept C12267149 @default.
• W581362066 hasConcept C141513077 @default.
• W581362066 hasConcept C143724316 @default.
• W581362066 hasConcept C149782125 @default.
• W581362066 hasConcept C151730666 @default.
• W581362066 hasConcept C154945302 @default.
• W581362066 hasConcept C185429906 @default.
• W581362066 hasConcept C191988596 @default.
• W581362066 hasConcept C19499675 @default.
• W581362066 hasConcept C2524010 @default.
• W581362066 hasConcept C27406209 @default.
• W581362066 hasConcept C2776214188 @default.
• W581362066 hasConcept C28826006 @default.
• W581362066 hasConcept C33923547 @default.
• W581362066 hasConcept C3770464 @default.
• W581362066 hasConcept C41008148 @default.
• W581362066 hasConcept C71134354 @default.
• W581362066 hasConcept C74193536 @default.
• W581362066 hasConcept C75866337 @default.
• W581362066 hasConcept C86803240 @default.
• W581362066 hasConcept C87007009 @default.
• W581362066 hasConceptScore W581362066C105795698 @default.
• W581362066 hasConceptScore W581362066C108710211 @default.
• W581362066 hasConceptScore W581362066C112972136 @default.
• W581362066 hasConceptScore W581362066C118615104 @default.
• W581362066 hasConceptScore W581362066C119047807 @default.
• W581362066 hasConceptScore W581362066C119857082 @default.
• W581362066 hasConceptScore W581362066C122123141 @default.
• W581362066 hasConceptScore W581362066C122280245 @default.
• W581362066 hasConceptScore W581362066C12267149 @default.
• W581362066 hasConceptScore W581362066C141513077 @default.
• W581362066 hasConceptScore W581362066C143724316 @default.
• W581362066 hasConceptScore W581362066C149782125 @default.
• W581362066 hasConceptScore W581362066C151730666 @default.
• W581362066 hasConceptScore W581362066C154945302 @default.
• W581362066 hasConceptScore W581362066C185429906 @default.
• W581362066 hasConceptScore W581362066C191988596 @default.
• W581362066 hasConceptScore W581362066C19499675 @default.
• W581362066 hasConceptScore W581362066C2524010 @default.
• W581362066 hasConceptScore W581362066C27406209 @default.
• W581362066 hasConceptScore W581362066C2776214188 @default.
• W581362066 hasConceptScore W581362066C28826006 @default.
• W581362066 hasConceptScore W581362066C33923547 @default.
• W581362066 hasConceptScore W581362066C3770464 @default.
• W581362066 hasConceptScore W581362066C41008148 @default.
• W581362066 hasConceptScore W581362066C71134354 @default.
• W581362066 hasConceptScore W581362066C74193536 @default.
• W581362066 hasConceptScore W581362066C75866337 @default.
• W581362066 hasConceptScore W581362066C86803240 @default.
• W581362066 hasConceptScore W581362066C87007009 @default.
• W581362066 hasLocation W5813620661 @default.
• W581362066 hasOpenAccess W581362066 @default.
• W581362066 hasPrimaryLocation W5813620661 @default.
• W581362066 hasRelatedWork W1482066895 @default.
• W581362066 hasRelatedWork W1504630575 @default.
• W581362066 hasRelatedWork W1510824546 @default.
• W581362066 hasRelatedWork W1888740313 @default.
• W581362066 hasRelatedWork W2053288653 @default.
• W581362066 hasRelatedWork W2053651079 @default.
• W581362066 hasRelatedWork W2133650713 @default.
• W581362066 hasRelatedWork W2139595478 @default.
• W581362066 hasRelatedWork W2148098955 @default.
• W581362066 hasRelatedWork W2289042136 @default.
• W581362066 hasRelatedWork W2497047642 @default.
• W581362066 hasRelatedWork W2613562143 @default.
• W581362066 hasRelatedWork W2887844528 @default.
• W581362066 hasRelatedWork W3121178106 @default.
• W581362066 hasRelatedWork W3122943121 @default.
• W581362066 hasRelatedWork W3123674818 @default.
• W581362066 hasRelatedWork W3124084953 @default.
• W581362066 hasRelatedWork W3125642994 @default.
• W581362066 hasRelatedWork W3171579728 @default.
• W581362066 hasRelatedWork W3140075945 @default.
• W581362066 isParatext "false" @default.
• W581362066 isRetracted "false" @default.
• W581362066 magId "581362066" @default.
• W581362066 workType "dissertation" @default.