no code implementations • 4 Sep 2020 • Whitney K. Newey, Sami Stouli
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments.
1 code implementation • 5 Apr 2018 • Richard Spady, Sami Stouli
In the presence of heteroskedasticity of unknown form, our method accounts for varying dispersion in the regression outcome across the support of conditioning variables by using weights that are jointly determined with the mean regression parameters.