Pages that link to "Item:Q4612495"

The following pages link to Program Evaluation and Causal Inference With High-Dimensional Data (Q4612495):

Displaying 50 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Doubly robust difference-in-differences estimators (Q101594) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Causal inference: a missing data perspective (Q1799347) (← links)
• Extremal quantile treatment effects (Q1990599) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
• (Machine) learning parameter regions (Q2024444) (← links)
• A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
• Analysing the causal effect of London cycle superhighways on traffic congestion (Q2078321) (← links)
• Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
• High-dimensional linear models with many endogenous variables (Q2116354) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
• A two-stage optimal subsampling estimation for missing data problems with large-scale data (Q2143025) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
• Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
• Difference-in-differences with multiple time periods (Q2236892) (← links)
• Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect (Q2305992) (← links)
• Local average and quantile treatment effects under endogeneity: a review (Q2312975) (← links)
• Uniformity and the delta method (Q2312978) (← links)
• High-dimensional confounding adjustment using continuous Spike and Slab priors (Q2316985) (← links)
• Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Control variables, discrete instruments, and identification of structural functions (Q2658773) (← links)
• Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
• A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS (Q4599619) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
• <i>L</i>₀-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
• AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY (Q5059132) (← links)
• Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects (Q5134472) (← links)
• Fixed Effects Testing in High-Dimensional Linear Mixed Models (Q5146037) (← links)
• Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
• PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• Assessing Spillover Effects of Spatial Policies with Semiparametric Zero-Inflated Models and Random Forests (Q5871003) (← links)
• (Q5879928) (← links)
• Causal effect estimation with censored outcome and covariate selection (Q6067025) (← links)
• Unconditional quantile regression with high‐dimensional data (Q6067187) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• Debiased machine learning of set-identified linear models (Q6108325) (← links)
• Orthogonal statistical learning (Q6136574) (← links)
• A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets (Q6138596) (← links)