SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS
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Publication:2847585
DOI10.1017/S0266466612000369zbMath1278.62062OpenAlexW3124245818MaRDI QIDQ2847585
Yukitoshi Matsushita, Taisuke Otsu
Publication date: 11 September 2013
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466612000369
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (4)
Tests of additional conditional moment restrictions ⋮ Level-specific correction for nonparametric likelihoods ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ Resampling calibrated adjusted empirical likelihood
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- On the second-order properties of empirical likelihood with moment restrictions
- On Bahadur efficiency of empirical likelihood
- Adjusted empirical likelihood with high-order precision
- Smoothed empirical likelihood confidence intervals for quantiles
- Empirical likelihood and general estimating equations
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood as a goodness-of-fit measure
- Bootstrap Methods for Median Regression Models
- GMM with Weak Identification
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- The bootstrap and Edgeworth expansion
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