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Comments on: Nonparametric inference with generalized likelihood ratio tests

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  • Peter Hall

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  • Peter Hall, 2007. "Comments on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 448-449, December.
    • Handle: RePEc:spr:testjl:v:16:y:2007:i:3:p:448-449
    DOI: 10.1007/s11749-007-0082-6
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    References listed on IDEAS

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    1. Linton, Oliver, 1993. "Adaptive Estimation in ARCH Models," Econometric Theory, Cambridge University Press, vol. 9(4), pages 539-569, August.
    2. Drost, Feike C & Werker, Bas J M, 2004. "Semiparametric Duration Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 40-50, January.
    3. Robert F. Engle & Jeffrey R. Russell, 1998. "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data," Econometrica, Econometric Society, vol. 66(5), pages 1127-1162, September.
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