. 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 …

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

controls. Our setting is a partially linear regression model containing the treatment/policy variable and a large number p of … series terms are needed to approximate the regression function accurately. The latter sparsity condition makes it possible to … estimate the entire regression function as well as the average treatment effect by selecting an approximately the right set of …