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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 …
variables, under unconfoundedness and with nonparametric or high-dimensional nuisance …
Lee bounds with a continuous treatment in sample selection
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 …
researcher's ability to observe it. This paper generalizes Lee (2009) bounds for the average …
The use of machine learning in treatment effect estimation
Abstract Treatment effect estimation from observational data relies on auxiliary prediction
exercises. This chapter presents recent developments in the econometrics literature …
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 …
treatment effects via a localized neural network (LNN) approach. Due to a vast number of …