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On the second-order properties of empirical likelihood with moment restrictions

Citations

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Cited by:

  1. Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015. "High dimensional generalized empirical likelihood for moment restrictions with dependent data," Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
  2. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  3. Liu, Yukun & Yu, Chi Wai, 2010. "Bartlett correctable two-sample adjusted empirical likelihood," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1701-1711, August.
  4. Mahdieh Bayati & Seyed Kamran Ghoreishi & Jingjing Wu, 2021. "Bayesian analysis of restricted penalized empirical likelihood," Computational Statistics, Springer, vol. 36(2), pages 1321-1339, June.
  5. Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 173-205, April.
  6. Yuan, Ao & Xu, Jinfeng & Zheng, Gang, 2014. "On empirical likelihood statistical functions," Journal of Econometrics, Elsevier, vol. 178(P3), pages 613-623.
  7. Tsao, Min & Wu, Fan, 2015. "Two-sample extended empirical likelihood for estimating equations," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 1-15.
  8. Kakizawa, Yoshihide, 2011. "Improved additive adjustments for the LR/ELR test statistics," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1245-1255, August.
  9. Kun Chen & Ngai Hang Chan & Chun Yip Yau, 2020. "Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1159-1173, October.
  10. Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
  11. Jiayin Zheng & Junshan Shen & Shuyuan He, 2014. "Adjusted empirical likelihood for right censored lifetime data," Statistical Papers, Springer, vol. 55(3), pages 827-839, August.
  12. Zhao, Yichuan & Su, Yueju & Yang, Hanfang, 2020. "Jackknife empirical likelihood inference for the Pietra ratio," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
  13. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
  14. Zhang, Jia & Shi, Haoming & Tian, Lemeng & Xiao, Fengjun, 2019. "Penalized generalized empirical likelihood in high-dimensional weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 270-283.
  15. Tong Tong Wu & Gang Li & Chengyong Tang, 2015. "Empirical Likelihood for Censored Linear Regression and Variable Selection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(3), pages 798-812, September.
  16. Min Tsao & Fan Wu, 2014. "Extended empirical likelihood for estimating equations," Biometrika, Biometrika Trust, vol. 101(3), pages 703-710.
  17. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2017. "Empirical likelihood ratio in penalty form and the convex hull problem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 507-529, November.
  18. Bin Dong & David E. Matthews, 2012. "Empirical Likelihood for Cumulative Hazard Ratio Estimation with Covariate Adjustment," Biometrics, The International Biometric Society, vol. 68(2), pages 408-418, June.
  19. Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005. "A test for model specification of diffusion processes," MPRA Paper 11976, University Library of Munich, Germany, revised Feb 2007.
  20. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
  21. Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.
  22. Zhong, Pingshou & Cui, Hengjian, 2010. "Empirical likelihood for median regression model with designed censoring variables," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 240-251, January.
  23. Li, Minqiang & Peng, Liang & Qi, Yongcheng, 2011. "Reduce computation in profile empirical likelihood method," MPRA Paper 33744, University Library of Munich, Germany.
  24. Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
  25. Jun Ma & Zhengfei Yu, 2020. "Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs," Papers 2008.09263, arXiv.org, revised May 2024.
  26. repec:bla:ecorec:v:91:y:2015:i::p:1-24 is not listed on IDEAS
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