Testing linear restrictions in linear models with empirical likelihood

DOI10.1111/1368-423X.00076zbMath0992.62065OpenAlexW2105090523MaRDI QIDQ4551773

Francesco Bravo

Publication date: 28 August 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00076

zbMATH Keywords

nuisance parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30)

Related Items (3)

An empirical likelihood method for spatial regression ⋮ Unnamed Item ⋮ SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS

Cites Work

• Unnamed Item
• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood confidence intervals for linear regression coefficients
• Bartlett-type adjustments for empirical discrepancy test statistics
• EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS

This page was built for publication: Testing linear restrictions in linear models with empirical likelihood