An adaptive empirical likelihood test for parametric time series regression models

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@article{11f358c08b1743538d107d033fc6633e,

title = "An adaptive empirical likelihood test for parametric time series regression models",

author = "Song Chen and Jiti Gao",

year = "2007",

doi = "10.1016/j.jeconom.2006.12.002",

language = "English",

volume = "141",

pages = "950 -- 972",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}