Model averaging in semiparametric estimation of treatment effects

DOI10.1016/J.JECONOM.2016.03.002zbMATH Open1420.62142OpenAlexW2257889789WikidataQ60108254 ScholiaQ60108254MaRDI QIDQ284331FDOQ284331

Chris Muris, Toru Kitagawa

Publication date: 18 May 2016

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

Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1492752/

zbMATH Keywords

propensity scoremodel averagingtreatment effectslimit experiment

Mathematics Subject Classification ID

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

Cites Work

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Cited In (14)

• Semiparametric and nonparametric modeling for effect modification in matched studies
• Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
• Model averaging assisted sufficient dimension reduction
• Semiparametric model average prediction in panel data analysis
• Focused information criterion for locally misspecified vector autoregressive models
• Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
• Focused information criterion and model averaging in censored quantile regression
• AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
• Model averaging based on rank
• Identifying the average treatment effect in ordered treatment models without unconfoundedness
• Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
• Semiparametric model averaging prediction for dichotomous response
• Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model
• An averaging estimator for two-step m-estimation in semiparametric models

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