4 papers
Higher-Order Debiased Estimators for General Treatment Models
Yulin Zhang, Lin Liu, Zheng Zhang
It is now well known that estimators based on influence functions can be sub-optimal in terms of convergence rates in various settings. To address this issue, higher-order influenc…
Data-Automated Policy Learning for Nonlinear Welfare
Chunrong Ai, Zeqi Wu, Zheng Zhang
This paper explores policy learning from observational data, focusing on a nonlinear welfare criterion in a binary treatment setting. The nonlinear criterion is inspired by scenari…
Testing Conditional Independence via Density Ratio Regression
Chunrong Ai, Zixuan Xu, Zheng Zhang
This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form express…
A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data
Chunrong Ai, Oliver Linton, Zheng Zhang
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient…