In this paper we analyse the higher order asymptotic properties of the empirical likelihood ratio test, by means of the dual likelihood theory. It is shown that when the econometric model is just identified, these tests are accurate to an order o(1/n), and this accuracy can always be improved to...

This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvements to the distribution of the class of empirical discrepancy test statistics recently introduced by Corcoran (1998) as a generalisation of Owen's (1988)empirical likelihood. The corrections are...

This paper analyses the higher order asymptotic behaviour of a profiled empirical likelihood ratio which can be used as a specification test in linear regression models. Despite the presence of nuisance parameters, a simple Bartlett correction factor is obtained and used to improve to third...