Robust inference on average treatment effects with possibly more covariates than observations
Max H. Farrell (University of Chicago Booth School of Business, Chicago, IL, United States)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Farrell, Max H. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 1, p. 1-23
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| Subject: | High-dimensional sparse model | Heterogeneous treatment effects | Uniform inference | Model selection | Doubly-robust estimator | Unconfoundedness | Group lasso | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Induktive Statistik | Statistical inference | IV-Schätzung | Instrumental variables |