Non-separable models with high-dimensional data
This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the average, quantile, and marginal treatment effects. In the first...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2623 https://ink.library.smu.edu.sg/context/soe_research/article/3622/viewcontent/Non_separable_models_with_high_dimensional_data.pdf |
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| Institution: | Singapore Management University |
| Language: | English |