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continuum of target parameters is of interest and the Lasso-type or post-Lasso type methods are used to estimate a continuum of … establish rate and consistency results for continua of Lasso or post-Lasso type methods for estimating continua of the (nuisance …
Persistent link: https://www.econbiz.de/10010227452
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment,...
Persistent link: https://www.econbiz.de/10011445754
for a continuum of target parameters and for Lasso-type or Post-Lasso type methods to be used as estimators of a continuum … continua of Lasso or Post-Lasso type estimators for continua of (nuisance) regression functions and provide practical …
Persistent link: https://www.econbiz.de/10011282653
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment,...
Persistent link: https://www.econbiz.de/10011337681
for a continuum of target parameters and for Lasso-type or Post-Lasso type methods to be used as estimators of a continuum … continua of Lasso or Post-Lasso type estimators for continua of (nuisance) regression functions and provide practical …
Persistent link: https://www.econbiz.de/10010388633
Persistent link: https://www.econbiz.de/10011738490
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/10010368188
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/10011513952
Persistent link: https://www.econbiz.de/10012695646