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Author: Ura, Takuya
Resulting in 1 citation.
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Su, Liangjun Ura, Takuya Zhang, Yichong |
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Non-separable Models with High-dimensional Data Journal of Econometrics 212,2 (October 2019): 646-677. Also: https://www.sciencedirect.com/science/article/pii/S0304407619301447 Cohort(s): NLSY79 Publisher: Elsevier Keyword(s): Fathers and Sons; Income; Intergenerational Patterns/Transmission; Modeling; Statistical Analysis This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the average, quantile, and marginal treatment effects. Using simulated and real datasets, we demonstrate that the proposed estimators perform well in finite samples. |
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Bibliography Citation
Su, Liangjun, Takuya Ura and Yichong Zhang. "Non-separable Models with High-dimensional Data." Journal of Econometrics 212,2 (October 2019): 646-677.
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