Bravo, Francesco; Jacho-Chavez, David - In: Econometric Reviews 30 (2011) 1, pp. 1-24
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...