This work proposes new inference methods for the estimation of a regression coefficient of interest in quantile regression models. We consider high-dimensional models where the number of regressors potentially exceeds the sample size but a subset of them suffice to construct a reasonable...

This paper investigates the finite sample properties of a range of inference methods for propensity score-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyse both asymptotic approximations and bootstrap methods for...