This paper presents a weighted optimization framework that unifies the binary, multi-valued, continuous, as well as mixture of discrete and continuous treatment, under unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile and asymmetric...

This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment - as well as mixture of discrete and continuous treatment - under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile,...

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...