Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng - In: Quantitative economics : QE ; journal of the … 12 (2021) 3, pp. 779-816
function, the framework includes the average, quantile, and asymmetric least squares causal effect of treatment as special … cases. For this general framework, we first derive the semiparametric efficiency bound for the causal effect of treatment … causal effect with weights estimated by solving an expanding set of equations. Under some sufficient conditions, we establish …