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In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as local average and local quantile treatment effects, in a data-rich environment where there may be many more control variables available than there are observations. In addition to...
Persistent link: https://www.econbiz.de/10010227452
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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
Persistent link: https://www.econbiz.de/10010242778
endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate …
Persistent link: https://www.econbiz.de/10010249397
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We propose a Bayesian nonparametric instrumental variable approach that allows us to correct for endogeneity bias in …
Persistent link: https://www.econbiz.de/10010358651
In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich environment where there may be many more control variables available than there are observations. The framework we consider allows for a continuum of target parameters and for...
Persistent link: https://www.econbiz.de/10010388633
. For each approach, we use random set theory to characterize sharp identification regions for the marginal distribution of …
Persistent link: https://www.econbiz.de/10009580790
Persistent link: https://www.econbiz.de/10010488460