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This paper considers estimation and inference for heterogeneous counterfactual effects with high-dimensional data.
Newey, W. K
1994
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Chen, L., L.-J. Wei, and M. I. Parzen
2004
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Schochet, P. Z., J. Burghardt, and S. McConnell
2008
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Bickel, P. J., Y. Ritov, and A. B. Tsybakov
2009
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Firpo, S., N. M. Fortin, and T. Lemieux
2009
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Fortin, N., T. Lemieux, and S. Firpo
2011
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Chernozhukov, V., I. Fernández-Val, and B. Melly
2013
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Belloni, A., V. Chernozhukov, and K. Kato
2014
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Chernozhukov, V., D. Chetverikov, and K. Kato
Cited in the paper.
——— (2014b): “Gaussian Approximation of Suprema of Empirical Processes,” The Annals of Statistics , 42, 1564–1597
Cited in the paper.
Chernozhukov, V., J. C. Escanciano, H. Ichimura, W. K. Newey, and J. M. Robins
Cited in the paper.
Chernozhukov, V., W. K. Newey, and R. Singh
Cited in the paper.
——— (2021c): “Debiased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers,” Econometrics Journal, forthcoming
Cited in the paper.
Belloni, A., V. Chernozhukov, I. Fernández-Val, and C. Hansen
2017
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Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, and W. Newey
2017
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Belloni, A., V. Chernozhukov, D. Chetverikov, and Y. Wei
2018
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Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W. Newey, and J. Robins
2018
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