On the asymptotic optimality of empirical likelihood for testing moment restrictions
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Publication:2859059
DOI10.3982/ECTA8773zbMATH Open1274.62321OpenAlexW3126062394MaRDI QIDQ2859059FDOQ2859059
Authors: Yuichi Kitamura, Azeem M. Shaikh, Andres Santos 
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8773
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Cited In (14)
- Tests for stochastic ordering under biased sampling
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Nonparametric testing for multiple survival functions with noninferiority margins
- A unified empirical likelihood approach for testing MCAR and subsequent estimation
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Empirical likelihood based tests for stochastic ordering under right censorship
- Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- On Bahadur efficiency of empirical likelihood
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
- Bahadur intercept with applications to one-sided testing
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- Hodges-Lehmann optimality for testing moment conditions
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
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