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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

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

Double machine learning for treatment and causal parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2016

. Examples of such parameters include individual regression coefficients, average treatment effects, average lifts, and demand or … leading cases of estimation and inference on the main parameter in a partially linear regression model and estimation and …

Persistent link: https://www.econbiz.de/10011538313

Treatment effects with many covariates and heteroskedasticity

Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2015

The linear regression model is widely used in empirical work in Economics. Researchers often include many covariates in …

Persistent link: https://www.econbiz.de/10011295589