activity
20172022
most citedMachine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence

106 citations · 280 across the 5 of their papers we have counts for

collaborators

5 papers

econ.EM2022★ 2 cited

On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models

Federico Crudu, Michael C. Knaus, Giovanni Mellace +1

Many econometrics textbooks imply that under mean independence of the regressors and the error term, the OLS parameters have a causal interpretation. We show that even when this as…

econ.EM2021★ 1 cited

Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments

Phillip Heiler, Michael C. Knaus

Binary treatments are often ex-post aggregates of multiple treatments or can be disaggregated into multiple treatment versions. Thus, effects can be heterogeneous due to either eff…

econ.EM2020★ 105 cited

Double Machine Learning based Program Evaluation under Unconfoundedness

Michael C. Knaus

This paper reviews, applies and extends recently proposed methods based on Double Machine Learning (DML) with a focus on program evaluation under unconfoundedness. DML based method…

econ.EM2018★ 106 cited

Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence

Michael C. Knaus, Michael Lechner, Anthony Strittmatter

We investigate the finite sample performance of causal machine learning estimators for heterogeneous causal effects at different aggregation levels. We employ an Empirical Monte Ca…

econ.EM2017★ 66 cited

Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach

Michael Knaus, Michael Lechner, Anthony Strittmatter

We systematically investigate the effect heterogeneity of job search programmes for unemployed workers. To investigate possibly heterogeneous employment effects, we combine non-exp…