Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions

Ma, J

Ma, J (reprint author), Renmin Univ China, Sch Econ, 59 Zhongguancun St, Beijing 100872, Peoples R China.

ECONOMETRICS JOURNAL, 2017; 20 (1): 139

Abstract

In this paper, we investigate the second-order properties of empirical likelihood ratio (ELR) tests of general nonlinear parametric restrictions for o......

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