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预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-15。
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Distributional Treatment Effect Transportability across Heterogeneous Sites

异质场所之间分布处理效应的可迁移性

We study distributional transportability of treatment effects in a ``cross-site, one-armed target" design, where both treated and control units are observed in a source site, but only control units are observed in a target site. Our object of interest is not estimating the average treatment effect, but recovering the full treated distribution in the target site using transfer knowledge from the source site, while allowing cross-site heterogeneity in measurement systems,…

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Difference-in-Differences with Compositional Changes

存在样本构成变化时的双重差分

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric efficiency bound for the average treatment effect on the treated (ATT). We introduce nonparametric estimators that attain the semiparametric efficiency bound under mild rate conditions on the estimators of the nuisance functions,…

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Optimal Individualized Treatment Rule for Combination Treatments Under Budget Constraints

预算约束下组合治疗的最优个体化规则

The individualized treatment rule (ITR), which recommends an optimal treatment based on individual characteristics, has drawn considerable interest from many areas such as precision medicine, personalized education, and personalized marketing. Existing ITR estimation methods mainly adopt one of two or more treatments. However, a combination of multiple treatments could be more powerful in various areas. In this paper, we propose a novel Double Encoder Model (DEM) to estimate…

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Two Sample Unconditional Quantile Effect

两样本无条件分位数效应

This paper proposes a new framework to evaluate unconditional quantile effects (UQE) in a data combination model. The UQE measures the effect of a marginal counterfactual change in the unconditional distribution of a covariate on quantiles of the unconditional distribution of a target outcome. Under rank similarity and conditional independence assumptions, we provide a set of identification results for UQEs when the target covariate is continuously distributed and when it is…

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Covariate Distribution Balance via Propensity Scores

通过倾向得分实现协变量分布平衡

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by making the underlying covariate distribution of different treatment groups as close to each other as possible. Our estimators are data-driven, do not rely on tuning parameters such as bandwidths, admit an asymptotic linear representation, and…

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