Program Evaluation and Causal Inference With High-Dimensional Data
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Publication:4612495
DOI10.3982/ECTA12723zbMath1410.62197arXiv1311.2645OpenAlexW2952150717MaRDI QIDQ4612495
Victor Chernozhukov, Unnamed Author, Iván Fernández-Val, Alexandre Belloni
Publication date: 31 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.2645
endogeneitycausalitymachine learningLassopropensity scoreinstrumentsinference after model selectionrandomized control trialsheterogenous treatment effectsLasso and Post-Lasso with functional response datalocal average and quantile treatment effectslocal effects of treatment on the treatedmoment-condition modelsmoment-conditon models with a continuum of target parametersNeyman orthogonality
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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