Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng - In: Quantitative Economics 12 (2021) 3, pp. 779-816
This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment - as well as mixture of discrete and continuous treatment - under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile,...