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Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching - MaRDI portal

Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching

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Publication:6555093

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DOI10.1016/j.econlet.2024.111679MaRDI QIDQ6555093

Peng-Fei Shi, Wei Zhong, Xinyu Zhang

Publication date: 14 June 2024

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticity asymptotic optimality treatment effects model averaging cross validation

Mathematics Subject Classification ID

Statistics (62-XX)

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