Distributional counterfactual analysis in high-dimensional setup

DOI10.1016/J.JECONOM.2024.105675MaRDI QIDQ6969750zbMATH OpenFDO

Authors Ricardo P. Masini

Publication date 19 June 2025

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105675

zbMATH Keywords

counterfactual analysisdistributional counterfactualdistributional treatment effecthigh-dimensional counterfactualquantile counterfactual

Mathematics Subject Classification ID

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

Cites work

• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• A Penalized Synthetic Control Estimator for Disaggregated Data
• An IV Model of Quantile Treatment Effects
• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
• Bridging factor and sparse models
• Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
• Quantile and probability curves without crossing
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

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