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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects


  • Francesco Bravo
  • David Jacho-Chavez


This 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.

Suggested Citation

  • Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
  • Handle: RePEc:taf:emetrv:v:30:y:2011:i:1:p:1-24
    DOI: 10.1080/07474938.2011.520547

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    Cited by:

    1. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.


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