Brand new from Econometrica-
Abstract: "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 provide results
on honest inference for (function-valued) parameters within this general
framework where any high-quality, machine learning methods (e.g.,
boosted trees, deep neural networks, random forest, and their aggregated
and hybrid versions) can be used to learn the
nonparametric/high-dimensional components of the model." Read more...
No comments:
Post a Comment