A Unified Framework for Specification Tests of Continuous Treatment Effect Models

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are identified under the unconfoundedness condition and contain...

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Veröffentlicht in:	Journal of business & economic statistics 2022-10, Vol.40 (4), p.1817-1830
Hauptverfasser:	Huang, Wei, Linton, Oliver, Zhang, Zheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Bootstrap Consistent tests Continuous treatment effect Series estimation
Online-Zugang:	Volltext
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