On the Second Order Properties of Empirical Likelihood with Moment Restrictions 1

Abstract

This paper considers the second order properties of empirical likelihood for a parameter defined by moment restrictions, which is the framework operated upon by the Generalized Method of Moments. It is shown that the empirical likelihood defined for this general framework still admits the delicate second order property of Bartlett correction, which… (More)

2 Figures and Tables

Topics

  • Presentations referencing similar topics