Difference-in-differences with a continuous treatment

B Callaway, A Goodman-Bacon, PHC Sant'Anna - 2024 - nber.org
This paper analyzes difference-in-differences designs with a continuous treatment. We show
that treatment effect on the treated-type parameters can be identified under a generalized …

Estimation of conditional average treatment effects with high-dimensional data

Q Fan, YC Hsu, RP Lieli, Y Zhang - Journal of Business & …, 2022 - Taylor & Francis
Given the unconfoundedness assumption, we propose new nonparametric estimators for the
reduced dimensional conditional average treatment effect (CATE) function. In the first stage …

Double debiased machine learning nonparametric inference with continuous treatments

K Colangelo, YY Lee - arXiv preprint arXiv:2004.03036, 2020 - arxiv.org
We propose a nonparametric inference method for causal effects of continuous treatment
variables, under unconfoundedness and nonparametric or high-dimensional nuisance …

Entropy balancing for continuous treatments

S Tübbicke - Journal of Econometric Methods, 2022 - degruyter.com
Interest in evaluating the effects of continuous treatments has been on the rise recently. To
facilitate the estimation of causal effects in this setting, the present paper introduces entropy …

Unconditional quantile regression with high‐dimensional data

Y Sasaki, T Ura, Y Zhang - Quantitative Economics, 2022 - Wiley Online Library
This paper considers estimation and inference for heterogeneous counterfactual effects with
high‐dimensional data. We propose a novel robust score for debiased estimation of the …

Causal effect estimation after propensity score trimming with continuous treatments

Z Branson, EH Kennedy, S Balakrishnan… - arXiv preprint arXiv …, 2023 - arxiv.org
Most works in causal inference focus on binary treatments where one estimates a single
treatment-versus-control effect. When treatment is continuous, one must estimate a curve …

Inference in regression discontinuity designs with high-dimensional covariates

A Kreiss, C Rothe - The Econometrics Journal, 2023 - academic.oup.com
We study regression discontinuity designs in which many predetermined covariates,
possibly much more than the number of observations, can be used to increase the precision …

Doubly robust off-policy value and gradient estimation for deterministic policies

N Kallus, M Uehara - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior
policy to evaluate and learn new policies, is crucial in applications where experimentation is …

Automatic double machine learning for continuous treatment effects

S Klosin - arXiv preprint arXiv:2104.10334, 2021 - arxiv.org
In this paper, we introduce and prove asymptotic normality for a new nonparametric
estimator of continuous treatment effects. Specifically, we estimate the average dose …

Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment

H Xie - Journal of Econometrics, 2024 - Elsevier
Many empirical examples of regression discontinuity (RD) designs concern a continuous
treatment variable, but the theoretical aspects of such models are less studied. This study …