Semiparametrically efficient estimation of the average linear regression function

DOI10.1016/j.jeconom.2021.07.008OpenAlexW2899122301MaRDI QIDQ2074616

Bryan S. Graham, Cristine Campos de Xavier Pinto

Publication date: 10 February 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.12511

zbMATH Keywords

semiparametric regressionsemiparametric efficiencycausal inferencepropensity scoreaverage treatment effectconditional linear predictor

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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