Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence

DOI10.1093/ECTJ/UTAA014OpenAlexW3033223912MaRDI QIDQ5083253

Anthony Strittmatter, Michael Lechner, Michael C. Knaus

Publication date: 22 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.13237

zbMATH Keywords

Lassoselection-on-observablesconditional average treatment effectscausal machine learningRandom ForestCausal Forest

Mathematics Subject Classification ID

Statistics (62-XX)

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