On the coverage bound problem of empirical likelihood methods for time series

Keyphrases

• Empirical Likelihood 100%
• Finite Sample 50%
• Coverage Probability 50%
• Blockwise Empirical Likelihood 50%
• Convex Hull Constraint 50%
• Numerical Simulation 25%
• Region-based 25%
• Confidence Region 25%
• Block Size 25%
• Numerical Data 25%
• Sample Coverage 25%
• Supplemental Materials 25%
• Accurate Approximation 25%
• Log-likelihood Ratio 25%
• Time Series Data 25%
• 2-approximation 25%
• Moment Conditions 25%
• Coverage Problem 25%
• Empirical Standards 25%
• Fixed-b Asymptotics 25%
• Finite Sample Distribution 25%
• Confidence Set 25%
• Empirical Log-likelihood 25%
• Undercoverage 25%
• Time Series Dependence 25%
• Likelihood Confidence Region 25%

Mathematics

• Empirical Likelihood Method 100%
• Empirical Likelihood 100%
• Upper Bound 66%
• Confidence Region 66%
• Convex Hull 66%
• Probability of Coverage 66%
• Probability Theory 33%
• Asymptotics 33%
• Time Series Data 33%
• Log Likelihood Ratio 33%
• Moment Condition 33%
• Confidence Set 33%
• Sample Distribution 33%