Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings

DOI10.1016/j.jeconom.2022.02.005arXiv1801.00364OpenAlexW2782512133MaRDI QIDQ6163259

Martin Spindler, Zigan Wang, Ye Luo, Jannis Kueck

Publication date: 9 June 2023

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

Full work available at URL: https://arxiv.org/abs/1801.00364

zbMATH Keywords

high-dimensional datainstrumental variablestreatment effectspost-selection inference\(L_2\)-boosting

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Inference on the best policies with many covariates

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