{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,6]],"date-time":"2026-05-06T14:41:35Z","timestamp":1778078495069,"version":"3.51.4"},"reference-count":19,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2012,7,30]],"date-time":"2012-07-30T00:00:00Z","timestamp":1343606400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2013,4]]},"abstract":"<jats:p>This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second-order refinement methods for the test based on the empirical Bartlett correction and adjusted empirical likelihood. Our second-order analysis supplements the one in Chen and Cui (2007, <jats:italic>Journal of Econometrics<\/jats:italic>141, 492\u2013516) who considered parameter hypothesis testing for overidentified models. In simulation studies we find that the empirical Bartlett correction and adjusted empirical likelihood assisted by bootstrapping provide reasonable improvements for the properties of the null rejection probabilities.<\/jats:p>","DOI":"10.1017\/s0266466612000369","type":"journal-article","created":{"date-parts":[[2012,7,30]],"date-time":"2012-07-30T08:52:40Z","timestamp":1343638360000},"page":"324-353","source":"Crossref","is-referenced-by-count":9,"title":["SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS"],"prefix":"10.1017","volume":"29","author":[{"given":"Yukitoshi","family":"Matsushita","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Taisuke","family":"Otsu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2012,7,30]]},"reference":[{"key":"S0266466612000369_ref13","doi-asserted-by":"crossref","first-page":"1661","DOI":"10.1111\/1468-0262.00261","article-title":"Asymptotic optimality of empirical likelihood for testing moment restrictions","volume":"69","author":"Kitamura","year":"2001","journal-title":"Econometrica"},{"key":"S0266466612000369_ref7","doi-asserted-by":"crossref","first-page":"1053","DOI":"10.1214\/aos\/1176348137","article-title":"Empirical likelihood Is Bartlett-correctable","volume":"19","author":"DiCiccio","year":"1991","journal-title":"Annals of Statistics"},{"key":"S0266466612000369_ref19","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1017\/S0266466606060087","article-title":"Smoothed empirical likelihood methods for quantile regression models","volume":"22","author":"Whang","year":"2006","journal-title":"Econometric Theory"},{"key":"S0266466612000369_ref17","doi-asserted-by":"crossref","first-page":"300","DOI":"10.1214\/aos\/1176325370","article-title":"Empirical likelihood and general estimating equations","volume":"22","author":"Qin","year":"1994","journal-title":"Annals of Statistics"},{"key":"S0266466612000369_ref18","doi-asserted-by":"crossref","first-page":"1055","DOI":"10.1111\/1468-0262.00151","article-title":"GMM with weak identification","volume":"68","author":"Stock","year":"2000","journal-title":"Econometrica"},{"key":"S0266466612000369_ref14","volume-title":"Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress","volume":"III","author":"Kitamura","year":"2007"},{"key":"S0266466612000369_ref16","doi-asserted-by":"crossref","first-page":"248","DOI":"10.1016\/j.jeconom.2009.12.004","article-title":"On Bahadur efficiency of empirical likelihood","volume":"157","author":"Otsu","year":"2010","journal-title":"Journal of Econometrics"},{"key":"S0266466612000369_ref4","doi-asserted-by":"crossref","unstructured":"Canay, I.A. & Otsu, T. (2011) Hodges-Lehmann optimality for testing moment condition models. Working paper, Yale University.","DOI":"10.2139\/ssrn.1791602"},{"key":"S0266466612000369_ref1","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1093\/biomet\/85.3.535","article-title":"Empirical likelihood as a goodness-of-fit measure","volume":"85","author":"Baggerly","year":"1998","journal-title":"Biometrika"},{"key":"S0266466612000369_ref11","doi-asserted-by":"crossref","first-page":"1029","DOI":"10.2307\/1912775","article-title":"Large sample properties of generalized method of moments estimators","volume":"50","author":"Hansen","year":"1982","journal-title":"Econometrica"},{"key":"S0266466612000369_ref9","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-4384-7","volume-title":"The Bootstrap and Edgeworth Expansion","author":"Hall","year":"1992"},{"key":"S0266466612000369_ref3","doi-asserted-by":"crossref","first-page":"507","DOI":"10.1198\/073500102288618649","article-title":"Generalized method of moments, efficient bootstrapping, and improved inference","volume":"20","author":"Brown","year":"2002","journal-title":"Journal of Business and Economic Statistics"},{"key":"S0266466612000369_ref2","doi-asserted-by":"crossref","first-page":"231","DOI":"10.1017\/S0266466604202018","article-title":"Empirical likelihood based inference with applications to some econometric models","volume":"20","author":"Bravo","year":"2004","journal-title":"Econometric Theory"},{"key":"S0266466612000369_ref5","doi-asserted-by":"crossref","first-page":"492","DOI":"10.1016\/j.jeconom.2006.10.006","article-title":"On the second-order properties of empirical likelihood with moment restrictions","volume":"141","author":"Chen","year":"2007","journal-title":"Journal of Econometrics"},{"key":"S0266466612000369_ref8","doi-asserted-by":"crossref","unstructured":"Guggenberger, P. & Kumar, G. (2011) On the Size Distortion of Tests after an Overidentifying Restrictions Pretest, Working paper, University of California at San Diego.","DOI":"10.1002\/jae.1251"},{"key":"S0266466612000369_ref12","doi-asserted-by":"crossref","first-page":"1327","DOI":"10.2307\/2999619","article-title":"Bootstrap methods for median regression models","volume":"66","author":"Horowitz","year":"1998","journal-title":"Econometrica"},{"key":"S0266466612000369_ref6","doi-asserted-by":"crossref","first-page":"1166","DOI":"10.1214\/aos\/1176349256","article-title":"Smoothed empirical likelihood confidence intervals for quantiles","volume":"21","author":"Chen","year":"1993","journal-title":"Annals of Statistics"},{"key":"S0266466612000369_ref10","doi-asserted-by":"crossref","first-page":"891","DOI":"10.2307\/2171849","article-title":"Bootstrap critical values for tests based on generalized-method-of-moments estimators","volume":"64","author":"Hall","year":"1996","journal-title":"Econometrica"},{"key":"S0266466612000369_ref15","doi-asserted-by":"crossref","first-page":"1341","DOI":"10.1214\/09-AOS750","article-title":"Adjusted empirical likelihood with high-order precision","volume":"38","author":"Liu","year":"2010","journal-title":"Annals of Statistics"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466612000369","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,12,11]],"date-time":"2020-12-11T22:58:26Z","timestamp":1607727506000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466612000369\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,7,30]]},"references-count":19,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2013,4]]}},"alternative-id":["S0266466612000369"],"URL":"https:\/\/doi.org\/10.1017\/s0266466612000369","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,7,30]]}}}