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econ.EM2019
Informational Content of Factor Structures in Simultaneous Binary Response Models
Shakeeb Khan, Arnaud Maurel, Yichong Zhang
We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel d…
econ.EM2019★ 13 cited
Estimation of Conditional Average Treatment Effects with High-Dimensional Data
Qingliang Fan, Yu-Chin Hsu, Robert P. Lieli +1
Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage,…