SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS

Yukitoshi Matsushita, Taisuke Otsu

Type: Article

Publication Date: 2012-07-30

Citations: 7

DOI: https://doi.org/10.1017/s0266466612000369

View Publication

Locations

Econometric Theory - View

Similar Works

Action	Title	Year	Authors
+	Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions	2012	Yukitoshi Matsushita Taisuke Otsu
+ PDF Chat	Second-Order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions	2012	Yukitoshi Matsushita Taisuke Otsu
+ PDF Chat	A new class of tests for overidentifying restrictions in moment condition models	2019	Xuexin Wang
+	A New Class of Tests for Overidentifying Restrictions in Moment Condition Models	2016	Xuexin Wang
+	Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions	2016	Jun Ma
+	Accurate finite sample inference for generalized linear models and models on overidentifying moment conditions	2006	Serigne Lo
+	Inference in second-order identified models	2020	Prosper Dovonon Alastair R. Hall Frank Kleibergen
+	Inference in Second-Order Identified Models	2017	Prosper Donovon Frank Kleibergen Alastair R. Hall
+	A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates	2022	Qingliang Fan Zijian Guo Ziwei Mei
+	A reinterpretation of the tests of overidentifying restrictions	1996	Michael A. Magdalinos Spyridon D. Symeonides
+ PDF Chat	On the second-order properties of empirical likelihood with moment restrictions	2006	Song Xi Chen Hengjian Cui
+	Robust Small Sample Accurate Inference in Moment Condition Models	2006	Serigne Lo Elvezio Ronchetti
+ PDF Chat	A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates *	2024	Qingliang Fan Zijian Guo Ziwei Mei
+	High-dimensional statistical inferences with over-identification: confidence set estimation and specification test	2018	Jinyuan Chang Cheng Yong Tang Tong Tong Wu
+ PDF Chat	Testing for non-nested conditional moment restrictions using unconditional empirical likelihood	2011	Taisuke Otsu Myung Hwan Seo Yoon–Jae Whang
+	A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters	2012	Patrik Guggenberger
+	Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood	2005	Taisuke Otsu Myung Hwan Seo Yoon‐Jae Whang
+	Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood	2008	Taisuke Otsu Myung Hwan Seo Yoon‐Jae Whang
+ PDF Chat	Recent Developments in Empirical Likelihood and Related Methods	2014	Paulo Parente Richard J. Smith
+	"Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality : A unified Approach"	1991	Aman Ullah V. K. Srivastava

Works That Cite This (7)

Action	Title	Year	Authors
+ PDF Chat	Tests of additional conditional moment restrictions	2017	Paulo Parente Richard J. Smith
+	Resampling calibrated adjusted empirical likelihood	2014	Lei Wang Jiahua Chen Xiaolong Pu
+	Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions	2016	Jun Ma
+ PDF Chat	Recent Developments in Empirical Likelihood and Related Methods	2014	Paulo Parente Richard J. Smith
+ PDF Chat	Culling the Herd of Moments with Penalized Empirical Likelihood	2022	Jinyuan Chang Zhentao Shi Zhang Jia
+	Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density<sup>*</sup>	2019	Jun Ma Hugo Jales Zhengfei Yu
+	Level-specific correction for nonparametric likelihoods	2014	Yukun Liu Jiahua Chen Ting Li

Works Cited by This (16)

Action	Title	Year	Authors
+	Hodges–Lehmann optimality for testing moment conditions	2012	Ivan A. Canay Taisuke Otsu
+ PDF Chat	Empirical Likelihood is Bartlett-Correctable	1991	Thomas J. DiCiccio Peter Hall Joseph P. Romano
+ PDF Chat	Smoothed Empirical Likelihood Confidence Intervals for Quantiles	1993	Song Xi Chen Peter Hall
+ PDF Chat	On the second-order properties of empirical likelihood with moment restrictions	2006	Song Xi Chen Hengjian Cui
+ PDF Chat	Adjusted empirical likelihood with high-order precision	2010	Yukun Liu Jiahua Chen
+	Empirical likelihood as a goodness-of-fit measure	1998	Keith Baggerly
+	Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference	2002	Bryan W. Brown Whitney K. Newey
+	Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators	1996	Peter A. Hall Joël L. Horowitz
+ PDF Chat	Empirical Likelihood and General Estimating Equations	1994	Qin Jin Jerry Lawless
+	Bootstrap Methods for Median Regression Models	1998	Joël L. Horowitz