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We propose a nonparametric inference method for causal effects of continuous treatment variables, under unconfoundedness and in the presence of high-dimensional or nonparametric nuisance parameters. Our simple kernel-based double debiased machine learning (DML) estimators for the average...
Persistent link: https://www.econbiz.de/10012621077
We propose a nonparametric inference method for causal effects of continuous treatment variables, under unconfoundedness and in the presence of high-dimensional or nonparametric nuisance parameters. Our simple kernel-based double debiased machine learning (DML) estimators for the average...
Persistent link: https://www.econbiz.de/10012146406
the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new … test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under a …
Persistent link: https://www.econbiz.de/10011941456