Double debiased machine learning nonparametric inference with continuous treatments

K Colangelo, YY Lee - arxiv preprint arxiv:2004.03036, 2020 - arxiv.org
We propose a doubly robust inference method for causal effects of continuous treatment
variables, under unconfoundedness and with nonparametric or high-dimensional nuisance …

Lee bounds with a continuous treatment in sample selection

YY Lee, CA Liu - arxiv preprint arxiv:2411.04312, 2024 - arxiv.org
Sample selection problems arise when treatment affects both the outcome and the
researcher's ability to observe it. This paper generalizes Lee (2009) bounds for the average …

The use of machine learning in treatment effect estimation

RP Lieli, YC Hsu, Á Reguly - Econometrics with Machine Learning, 2022 - Springer
Abstract Treatment effect estimation from observational data relies on auxiliary prediction
exercises. This chapter presents recent developments in the econometrics literature …

Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy

J Gao, F Liu, B Peng, Y Yang - arxiv preprint arxiv:2306.05593, 2023 - arxiv.org
In this paper, we investigate a semiparametric regression model under the context of
treatment effects via a localized neural network (LNN) approach. Due to a vast number of …