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math.PR2021
The Marcinkiewicz-Zygmund law of large numbers for exchangeable arrays
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in () and almost surely. Then, we obtain a law of iterated loga…
econ.EM2021★ 33 cited
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
Xavier D'Haultfoeuille, Stefan Hoderlein, Yuya Sasaki
This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatmen…