Testing linear restrictions in linear models with empirical likelihood

DOI10.1111/1368-423X.00076MaRDI QIDQ4551773zbMATH OpenOpenAlexFDO

Authors Francesco Bravo

Publication date 28 August 2002

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423x.00076

zbMATH Keywords

nuisance parameters

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Linear regression; mixed models (62J05)

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Cites work

• Bartlett-type adjustments for empirical discrepancy test statistics
• EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood methods with weakly dependent processes
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)

Cited in

(10)

• Testing with exponentially tilted empirical likelihood
• Second-order refinement of empirical likelihood for testing overidentifying restrictions
• Testing linear restrictions on non-linear models
• scientific article; zbMATH DE number 4080669 (Why is no real title available?)
• An empirical likelihood method for spatial regression
• Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• Asymptotic expansions for several GEL-based test statistics and hybrid Bartlett-type correction with bootstrap

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