Program evaluation and causal inference with high-dimensional data

@article{Belloni2013ProgramEA,
  title={Program evaluation and causal inference with high-dimensional data},
  author={Alexandre Belloni and Victor Chernozhukov and Iv'an Fern'andez-Val and Christian Hansen},
  journal={Econometrica},
  year={2013},
  volume={85},
  pages={233-298}
}
In this paper, we provide efficient estimators and honest con fidence bands for a variety of treatment eff ects including local average (LATE) and local quantile treatment eff ects (LQTE) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment, heterogeneous treatment e ffects, and function-valued outcomes. Our framework covers the special case of exogenous receipt of treatment, either conditional on controls or unconditionally as in randomized… 
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