Similar Search Results

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

On policy evaluation with aggregate time-series instruments

Arkhangelsky, Dmitry; Korovkin, Vasily - 2024

Persistent link: https://www.econbiz.de/10014507747

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

Non-random exposure to exogenous shocks : theory and applications

Borusyak, Kirill; Hull, Peter - 2020

Persistent link: https://www.econbiz.de/10012306198

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

Intergenerational transmission of unemployment : causal evidence from Austria

Winter-Ebmer, Rudolf; Grübl, Dominik; Lackner, Mario - 2020

Persistent link: https://www.econbiz.de/10012215719

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

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

Granular credit risk

Galaasen, Sigurd; Jamilov, Rustam; Juelsrud, Ragnar Enger; … - 2020

Persistent link: https://www.econbiz.de/10012314224