5 papers
Adaptive Estimation of Aggregated Values of Conditional Linear Programs
Gevorg Khandamiryan, Vira Semenova
We develop a covariate-assisted approach to partially identified parameters that are solutions to an under-identified system of linear equations with known coefficients. Examples i…
On the Lower Confidence Band for the Optimal Welfare in Policy Learning
Kirill Ponomarev, Vira Semenova
We study inference on the optimal welfare in a policy learning problem and propose reporting a lower confidence band (LCB). A natural approach to constructing an LCB is to invert a…
Welfare Analysis in Dynamic Models
Victor Chernozhukov, Whitney Newey, Vira Semenova
This paper introduces metrics for welfare analysis in dynamic models. We develop estimation and inference for these parameters even in the presence of a high-dimensional state spac…
Generalized Lee Bounds
Vira Semenova
Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects.…
Debiased Machine Learning of Aggregated Intersection Bounds and Other Causal Parameters
Vira Semenova
This paper proposes a novel framework of aggregated intersection of regression functions, where the target parameter is obtained by averaging the minimum (or maximum) of a collecti…