Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects
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- Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2022. "Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals," Papers 2203.13887, arXiv.org, revised Jun 2023.
- Rahul Singh, 2022. "Generalized Kernel Ridge Regression for Long Term Causal Inference: Treatment Effects, Dose Responses, and Counterfactual Distributions," Papers 2201.05139, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2022-01-24 (Big Data)
- NEP-CMP-2022-01-24 (Computational Economics)
- NEP-ECM-2022-01-24 (Econometrics)
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