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Chernozhukov, Victor; Hansen, Christian Bailey; … - 2016

. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

Persistent link: https://www.econbiz.de/10011524715

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2015

This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by conditional moment restrictions. We construct tests for the hypothesis that at least one element of the identified set satisfies a conjectured (Banach space) "equality" and/or (a...

Persistent link: https://www.econbiz.de/10011337665

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2022 - This Draft: April 2022

statistics and proposed inference methods are based on the minimum of the generalized method of moments (GMM) objective function … have good power relative to unrestricted GMM. …

Persistent link: https://www.econbiz.de/10013332218

Direct and indirect treatment effects : causal chains and mediation analysis with instrumental variables

Frölich, Markus; Huber, Martin - 2014

This paper discusses the nonparametric identi.cation of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...

Persistent link: https://www.econbiz.de/10010382130

Program evaluation with high-dimensional data

Belloni, Alexandre; Chernozhukov, Victor; … - 2013

We consider estimation of policy relevant treatment effects in a data-rich environ ment where there may be many more control variables available than there are observations. In addition to allowing many control variables, the setting we consider allows heterogeneous treatment effects, endogenous...

Persistent link: https://www.econbiz.de/10010200037

Outcome conditioned treatment effects

Hoderlein, Stefan; Sasaki, Yuya - 2013

This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous. These objects allow to refine well studied treatment effects like ATE and ATT in the case of continuous treatment (see Florens...

Persistent link: https://www.econbiz.de/10009783118

Econometric causality

Heckman, James J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003637484

Recent developments in the econometrics of program evaluation

Imbens, Guido (contributor); … - 2008

statistics and econometrics literatures. It has by now reached a level of maturity that makes it an important tool in many areas …

Persistent link: https://www.econbiz.de/10003746894

Double/debiased machine learning for treatment and structural parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2017

regression parameter in a partially linear regression model, DML applied to learn the coefficient on an endogenous variable in a …

Persistent link: https://www.econbiz.de/10011655554

Identiﬁcation of causal models with unobservables : a self-report approach

Hu, Yingyao - 2021

This paper presents a novel self-report approach to identify a general causal model with an unobserved covariate, which can be unobserved heterogeneity or an unobserved choice variable. It shows that a carefully designed noninvasive survey procedure can provide enough information to identify the...

Persistent link: https://www.econbiz.de/10012595615