On Bahadur efficiency of empirical likelihood

DOI10.1016/j.jeconom.2009.12.004zbMath1400.62097OpenAlexW2096812249MaRDI QIDQ736517

Taisuke Otsu

Publication date: 4 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.12.004

zbMATH Keywords

large deviationGMMempirical likelihoodBahadur efficiency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (8)

Asymptotic Pitman's Relative Efficiency ⋮ Econometric estimation with high-dimensional moment equalities ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters ⋮ GEL estimation and tests of spatial autoregressive models ⋮ Hodges-Lehmann optimality for testing moment conditions ⋮ Bahadur intercept with applications to one-sided testing ⋮ SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS

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