2 papers
econ.EM2019
Nonparametric estimation of causal heterogeneity under high-dimensional confounding
Michael Zimmert, Michael Lechner
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuo…
econ.EM2018
The Finite Sample Performance of Treatment Effects Estimators based on the Lasso
Michael Zimmert
This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Las…