Second-order refinement of empirical likelihood for testing overidentifying restrictions
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Recommendations
- Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
- On the second-order properties of empirical likelihood with moment restrictions
- Testing linear restrictions in linear models with empirical likelihood
- Two-sample extended empirical likelihood
- On the asymptotic optimality of empirical likelihood for testing moment restrictions
Cites work
- Adjusted empirical likelihood with high-order precision
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap Methods for Median Regression Models
- Empirical likelihood and general estimating equations
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood is Bartlett-correctable
- GMM with Weak Identification
- Large Sample Properties of Generalized Method of Moments Estimators
- On Bahadur efficiency of empirical likelihood
- On the second-order properties of empirical likelihood with moment restrictions
- Smoothed empirical likelihood confidence intervals for quantiles
- The bootstrap and Edgeworth expansion
Cited in
(7)- Tests of additional conditional moment restrictions
- On the second-order properties of empirical likelihood with moment restrictions
- Level-specific correction for nonparametric likelihoods
- Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
- Resampling calibrated adjusted empirical likelihood
- Culling the Herd of Moments with Penalized Empirical Likelihood
- Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
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