Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores

DOI10.1016/j.jeconom.2020.03.025zbMath1471.62336OpenAlexW3034654476MaRDI QIDQ2024469

Phillip Heiler, Ekaterina Kazak

Publication date: 4 May 2021

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.03.025

zbMATH Keywords

treatment effectstable distributioninverse probability weightingpropensity scoreirregular identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

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ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ On uniform inference in nonlinear models with endogeneity

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