In applied work economists often seek to relate a given response variable y to some causal parameter mu* associated with it. This parameter usually represents a summarization based on some explanatory variables of the distribution of y, such as a regression function, and treating it as a...

Consider the regression y = f(x) + e ' where E (e

Let (x, z) be a pair of random vectors. We construct a new smoothed empirical likelihood based test for the hypothesis that E(z