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math.ST2013
Program Evaluation and Causal Inference with High-Dimensional Data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernández-Val +1
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (L…
math.ST2013★ 2 cited
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
In this supplementary appendix we provide additional results, omitted proofs and extensive simulations that complement the analysis of the main text (arXiv:1201.0224).