Testing linear restrictions in linear models with empirical likelihood
Author:
Affiliation:
1. Department of Economics and Related Studies University of York, York YO10 5DD UK
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/5/1/104/25965708/ectj0104.pdf
Reference22 articles.
1. Barkett and Bartlett‐type corrections for testing linear restrictions;Arellano‐Valle;Applied Economics Letters,1999
2. Empirical likelihood as a goodness of fit measure;Baggerly;Biometrika,1988
3. On the level‐error after Bartlett adjustment of the likelihood ratio statistic;Barndorff‐Nielsen;Biometrika,1988
4. Refinements of the multidimensional central limit theorem and applications;Bhattacharya;Annals of Probability,1977
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1. Asymptotic Expansions for Several GEL-Based Test Statistics and Hybrid Bartlett-Type Correction with Bootstrap;Research Papers in Statistical Inference for Time Series and Related Models;2023
2. Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions;The Econometrics Journal;2017-02
3. An empirical likelihood method for spatial regression;Metrika;2008-01-04
4. SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS;Econometric Theory;2006-02-09
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