Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223)

scientific article; zbMATH DE number 7766849

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English	Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence	scientific article; zbMATH DE number 7766849

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scholarly article

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title

Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (English)

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Quantitative Economics

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publication date

16 November 2023

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zbMATH Keywords

orthogonal learning

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residual learning

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CATE

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dynamic panel data

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time series

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mixing

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cross-fitting

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neighbors-left-out

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3982/qe1670

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cites work

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UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS

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Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence

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Estimation and Inference of Heterogeneous Treatment Effects using Random Forests

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:6067223