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