On the second-order properties of empirical likelihood with moment restrictions
From MaRDI portal
Publication:289167
DOI10.1016/j.jeconom.2006.10.006zbMath1407.62157OpenAlexW2031126908MaRDI QIDQ289167
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://lib.dr.iastate.edu/stat_las_preprints/36
Related Items (40)
Jackknife empirical likelihood inference for the Pietra ratio ⋮ Spatial median depth-based robust adjusted empirical likelihood ⋮ Empirical Likelihood for Cumulative Hazard Ratio Estimation with Covariate Adjustment ⋮ Empirical likelihood inference for semi-parametric estimating equations ⋮ Level-specific correction for nonparametric likelihoods ⋮ Two-step semiparametric empirical likelihood inference ⋮ Empirical likelihood on the full parameter space ⋮ Empirical Likelihood for Censored Linear Regression and Variable Selection ⋮ Penalized generalized empirical likelihood in high-dimensional weakly dependent data ⋮ A review on empirical likelihood methods for regression ⋮ Two-sample extended empirical likelihood for estimating equations ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Semiparametric regression using empirical likelihood with shape information ⋮ F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing ⋮ Unnamed Item ⋮ A review of empirical likelihood methods for time series ⋮ Empirical likelihood inference for probability density functions under association ⋮ Empirical likelihood inference for logistic equation with random perturbation ⋮ Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions ⋮ A new scope of penalized empirical likelihood with high-dimensional estimating equations ⋮ A test for model specification of diffusion processes ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ Bartlett correctable two-sample adjusted empirical likelihood ⋮ Adjusted empirical likelihood with high-order precision ⋮ Improved additive adjustments for the LR/ELR test statistics ⋮ Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Bayesian analysis of restricted penalized empirical likelihood ⋮ On empirical likelihood statistical functions ⋮ Empirical likelihood for estimating equations with missing values ⋮ EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS ⋮ Adjusted empirical likelihood for right censored lifetime data ⋮ Reduce computation in profile empirical likelihood method ⋮ Empirical likelihood for median regression model with designed censoring variables ⋮ Improved density and distribution function estimation ⋮ SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS ⋮ Resampling calibrated adjusted empirical likelihood ⋮ Empirical likelihood for mixed-effects error-in-variables model ⋮ Extending the empirical likelihood by domain expansion ⋮ High dimensional generalized empirical likelihood for moment restrictions with dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Empirical likelihood methods with weakly dependent processes
- On the validity of the formal Edgeworth expansion
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Testing conditional moment restrictions
- Exponential empirical likelihood is not Bartlett correctable
- Empirical likelihood is Bartlett-correctable
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood as a goodness-of-fit measure
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Properties of sufficiency and statistical tests
- The bootstrap and Edgeworth expansion
This page was built for publication: On the second-order properties of empirical likelihood with moment restrictions
