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) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment, heterogeneou...

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Bibliographic Details
Main Authors: Belloni, Alberto, Chernozhukov, Victor V, Fernandez-Val, Ivan, Hansen, Christian B.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: The Econometric Society 2018
Online Access:http://hdl.handle.net/1721.1/113842
https://orcid.org/0000-0002-3250-6714

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