On the second-order properties of empirical likelihood with moment restrictions
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Publication:289167
DOI10.1016/J.JECONOM.2006.10.006zbMATH Open1407.62157OpenAlexW2031126908MaRDI QIDQ289167FDOQ289167
Authors: Hengjian Cui, Song Xi Chen 
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
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Cites Work
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Cited In (49)
- 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
- Spatial median depth-based robust adjusted empirical likelihood
- Empirical likelihood for mixed-effects error-in-variables model
- Small sample adjustment for hypotheses testing on cointegrating vectors
- Improved additive adjustments for the LR/ELR test statistics
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
- A review of empirical likelihood methods for time series
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Improved density and distribution function estimation
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- On empirical likelihood statistical functions
- Bayesian analysis of restricted penalized empirical likelihood
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
- Pseudo-likelihood theory for empirical likelihood
- Level-specific correction for nonparametric likelihoods
- Extending the empirical likelihood by domain expansion
- Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
- 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
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Adjusted empirical likelihood for right censored lifetime data
- Empirical likelihood inference for logistic equation with random perturbation
- Empirical Likelihood for Censored Linear Regression and Variable Selection
- Empirical likelihood ratio in penalty form and the convex hull problem
- Empirical likelihood on the full parameter space
- F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
- A test for model specification of diffusion processes
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- Title not available (Why is that?)
- Empirical likelihood inference for semi-parametric estimating equations
- Two-step semiparametric empirical likelihood inference
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data
- Reduce computation in profile empirical likelihood method
- Jackknife empirical likelihood for the lower-mean ratio
- Adjusted empirical likelihood with high-order precision
- A review of recent advances in empirical likelihood
- Resampling calibrated adjusted empirical likelihood
- Empirical likelihood for median regression model with designed censoring variables
- Semiparametric regression using empirical likelihood with shape information
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