演講者簡介 : Professor Zhang received his Ph.D. from Duke University in 2016. He is currently an Assistant Professor at Singapore Management University. His research interests include econometrics, microeconometrics, econometric theory.
演講摘要 : This paper studies non-separable models with a continuous treatment when control variables are high-dimensional. We propose an estimation and inference procedure for average, quantile, and marginal treatment effects. In the procedure, control variables are selected via a localized method of L 1 -penalization at each value of the continuous treatment. Finite sample properties of the new procedure are illustrated through both simulation and empirical applications.
