On the second-order properties of empirical likelihood with moment restrictions
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- scientific article; zbMATH DE number 5033268
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Cites work
- scientific article; zbMATH DE number 3744299 (Why is no real title available?)
- scientific article; zbMATH DE number 3517666 (Why is no real title available?)
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Exponential empirical likelihood is not Bartlett correctable
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Large Sample Properties of Generalized Method of Moments Estimators
- Methodology and Algorithms of Empirical Likelihood
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- On the accuracy of empirical likelihood confidence regions for linear regression model
- On the validity of the formal Edgeworth expansion
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Properties of sufficiency and statistical tests
- Smoothed empirical likelihood confidence intervals for quantiles in the presence of auxiliary information
- Testing conditional moment restrictions
- The bootstrap and Edgeworth expansion
Cited in
(51)- Semiparametric regression using empirical likelihood with shape information
- Empirical likelihood for estimating equations with missing values
- Jackknife empirical likelihood inference for the Pietra ratio
- Empirical likelihood for cumulative hazard ratio estimation with covariate adjustment
- A review on empirical likelihood methods for regression
- \(F\)-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
- Spatial median depth-based robust adjusted empirical likelihood
- Empirical likelihood for mixed-effects error-in-variables model
- Improved additive adjustments for the LR/ELR test statistics
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Small sample adjustment for hypotheses testing on cointegrating vectors
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- A review of empirical likelihood methods for time series
- Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Improved density and distribution function estimation
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- On empirical likelihood statistical functions
- Pseudo-likelihood theory for empirical likelihood
- Bayesian analysis of restricted penalized empirical likelihood
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
- Level-specific correction for nonparametric likelihoods
- Empirical likelihood for censored linear regression and variable selection
- Extending the empirical likelihood by domain expansion
- On Bahadur efficiency of empirical likelihood
- Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
- Two-sample extended empirical likelihood for estimating equations
- Empirical likelihood inference for probability density functions under association
- Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
- Bartlett correctable two-sample adjusted empirical likelihood
- Empirical likelihood inference for logistic equation with random perturbation
- Adjusted empirical likelihood for right censored lifetime data
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- On Bartlett correctability of empirical likelihood in generalized power divergence family
- Empirical likelihood ratio in penalty form and the convex hull problem
- Empirical likelihood on the full parameter space
- A test for model specification of diffusion processes
- Empirical likelihood ratio under infinite second moment
- Empirical likelihood inference for semi-parametric estimating equations
- Two-step semiparametric empirical likelihood inference
- scientific article; zbMATH DE number 7829050 (Why is no real title available?)
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data
- Adjusted empirical likelihood with high-order precision
- Reduce computation in profile empirical likelihood method
- Simultaneous specification testing of mean and variance structures in nonlinear time series regression
- Jackknife empirical likelihood for the lower-mean ratio
- A review of recent advances in empirical likelihood
- Empirical likelihood for median regression model with designed censoring variables
- Resampling calibrated adjusted empirical likelihood
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