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Author: Ura, Takuya
Resulting in 1 citation.
1. Su, Liangjun
Ura, Takuya
Zhang, Yichong
Non-separable Models with High-dimensional Data
Journal of Econometrics 212,2 (October 2019): 646-677.
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.
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.