Empirical likelihood test via estimating equations

It has been a long history for testing whether the underlying distribution belongs to a particular one or a parametric class of distributions. In this paper, we propose some empirical likelihood ratio tests via estimating equations. The proposed new tests allow one to add more relevant constraints so as to improve the powers. A simulation study shows the effectiveness of the new tests. The new method is then used to test employer size and market value distributions of US firms.