Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
研究了经验似然在有效半参数平均处理效应估计中的应用，发现经验似然比收敛于非标准分布，并提出了渐近卡方分布的修正检验统计量，蒙特卡洛实验显示其有限样本性质良好，最后应用于世界贸易组织的环境效应估计。
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.