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Historical econometrics : instrumental variables and regression discontinuity designs

Caicedo, Felipe Valencia - 2020

Persistent link: https://www.econbiz.de/10012299251

Chernozhukov, Victor; Hansen, Christian Bailey - 2013

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and...

Persistent link: https://www.econbiz.de/10009747939

Two-way exclusion restrictions in models with heterogeneous treatment effects

Liu, Shenglong; Mourifié, Ismael; Wan, Yuanyuan - In: The econometrics journal 23 (2020) 3, pp. 345-362

Persistent link: https://www.econbiz.de/10012385269

Inference on treatment effects after selection amongst high-dimensional controls

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2013 - This version May 30, 2013

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...

Persistent link: https://www.econbiz.de/10009747934

hdm : high-dimensional metrics

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