Testing linear restrictions in linear models with empirical likelihood

Francesco Bravo

Econometrics Journal, 2002, vol. 5, issue 1, 104-130

Abstract: In this paper we analyse the higher order asymptotic behaviour of a profiled empirical likelihood ratio which can be used to test a set of linear restrictions in linear regression models. We show that the resulting profiled empirical likelihood ratio admits a Bartlett correction which can be used to improve to third order the accuracy of commonly used tests in applied research without any distributional assumptions about the error process. Copyright Royal Economic Society 2002

Date: 2002
References: Add references at CitEc
Citations: View citations in EconPapers (2)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:5:y:2002:i:1:p:104-130

Ordering information: This journal article can be ordered from
http://www.ectj.org

Access Statistics for this article

Econometrics Journal is currently edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms

More articles in Econometrics Journal from Royal Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().