Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
AbstractThis article considers empirical likelihood in the context of efficient semiparametric estimators of average treatment effects. It shows that the empirical likelihood ratio converges to a nonstandard distribution, and proposes a corrected test statistic that is asymptotically chi-squared. A small Monte Carlo experiment suggests that the corrected empirical likelihood ratio statistic has competitive finite sample properties. The results of the article are applied to estimate the environmental effect of the World Trade Organisation.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 30 (2011)
Issue (Month): 1 ()
Contact details of provider:
Web page: http://www.tandfonline.com/LECR20
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(4), pages 721-762, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.