Double/debiased machine learning for treatment and structural parameters
We revisit the classic semi‐parametric problem of inference on a low‐dimensional
parameter θ0 in the presence of high‐dimensional nuisance parameters η0. We depart from …
parameter θ0 in the presence of high‐dimensional nuisance parameters η0. We depart from …
Valid post-selection and post-regularization inference: An elementary, general approach
We present an expository, general analysis of valid post-selection or post-regularization
inference about a low-dimensional target parameter in the presence of a very high …
inference about a low-dimensional target parameter in the presence of a very high …
Inference on treatment effects after selection among high-dimensional controls
We propose robust methods for inference about the effect of a treatment variable on a scalar
outcome in the presence of very many regressors in a model with possibly non-Gaussian …
outcome in the presence of very many regressors in a model with possibly non-Gaussian …
Can you move to opportunity? Evidence from the Great Migration
E Derenoncourt - American Economic Review, 2022 - aeaweb.org
This paper shows that racial composition shocks during the Great Migration (1940–1970)
reduced the gains from growing up in the northern United States for Black families and can …
reduced the gains from growing up in the northern United States for Black families and can …
Program evaluation and causal inference with high‐dimensional data
In this paper, we provide efficient estimators and honest confidence bands for a variety of
treatment effects including local average (LATE) and local quantile treatment effects (LQTE) …
treatment effects including local average (LATE) and local quantile treatment effects (LQTE) …
Mass repression and political loyalty: Evidence from Stalin's 'terror by hunger'
States use repression to enforce obedience, but repression—especially if it is violent,
massive, and indiscriminate—often incites opposition. Why does repression have such …
massive, and indiscriminate—often incites opposition. Why does repression have such …
Post-selection and post-regularization inference in linear models with many controls and instruments
We consider estimation of and inference about coefficients on endogenous variables in a
linear instrumental variables model where the number of instruments and exogenous control …
linear instrumental variables model where the number of instruments and exogenous control …
Post-selection inference for generalized linear models with many controls
This article considers generalized linear models in the presence of many controls. We lay
out a general methodology to estimate an effect of interest based on the construction of an …
out a general methodology to estimate an effect of interest based on the construction of an …
Inference for high-dimensional sparse econometric models
This article is about estimation and inference methods for high dimensional sparse (HDS)
regression models in econometrics. High dimensional sparse models arise in situations …
regression models in econometrics. High dimensional sparse models arise in situations …
Inference in high-dimensional panel models with an application to gun control
We consider estimation and inference in panel data models with additive unobserved
individual specific heterogeneity in a high-dimensional setting. The setting allows the …
individual specific heterogeneity in a high-dimensional setting. The setting allows the …