P Heiler - Journal of Business & Economic Statistics, 2022 - Taylor & Francis
This article develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary instrumental variable. The method weighs …
In this paper, we derive a new class of doubly robust estimators for treatment effect estimands that is also robust against weak covariate overlap. Our proposed estimator relies …
Recent research has demonstrated the importance of flexibly controlling for covariates in instrumental variables estimation. In this article we study the finite sample and asymptotic …
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 …
Y Sasaki, T Ura - Econometric Theory, 2022 - cambridge.org
Researchers often trim observations with small values of the denominator A when they estimate moments of the form. Large trimming is common in practice to reduce variance, but …
This paper explores the uniformity of inference for parameters of interest in nonlinear econometric models with endogeneity. Here the notion of uniformity arises because the …
Extreme propensity scores arise in observational studies when treated and control units have very different characteristics. This is commonly referred to as limited overlap. In this …
This paper is concerned with identification, estimation, and specification testing in causal evaluation problems when data is selective and/or missing. We leverage recent advances in …
P Heiler - Journal of Econometrics, 2024 - Elsevier
We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect …