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Bounding average treatment effects using linear programming
Lafférs, Lukáš - 2015
This paper presents a method of calculating sharp bounds on the average treatment effect using linear programming under identifying assumptions commonly used in the literature. This new method provides a sensitivity analysis of the identifying assumptions and missing data in an application...
Persistent link: https://www.econbiz.de/10011380632
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Bounding average treatment effects using linear programming
Lafférs, Lukáš - In: Empirical economics : a journal of the Institute for … 57 (2019) 3, pp. 727-767
Persistent link: https://www.econbiz.de/10012214799
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749
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Nonparametric instrumental variable estimators of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2008
We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a … variance. We study the small sample properties via simulation results, and provide an empirical illustration to estimation of …
Persistent link: https://www.econbiz.de/10003961394
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Nonparametric instrumental variable estimation of structural quantile effects
Gagliardini, Patrick; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1533-1562
Persistent link: https://www.econbiz.de/10009629521
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Computing synthetic controls using bilevel optimization
Malo, Pekka; Eskelinen, Juha; Zhou, Xun; Kuosmanen, Timo - In: Computational economics 64 (2024) 2, pp. 1113-1136
Persistent link: https://www.econbiz.de/10015078081
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
theory often provides such shape restrictions. This paper shows that they restrict L(g) to an interval whose upper and lower …
Persistent link: https://www.econbiz.de/10009554348
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2013
restrictions, such as monotonicity or convexity, for achieving interval identification of L(g). Economic theory often provides such …
Persistent link: https://www.econbiz.de/10009761386
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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Essays on time-sensitive markets
Afanasyev, Maxim - 2008
Persistent link: https://www.econbiz.de/10010247174