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Double machine learning for causal inference in a multivariate sample selection model

Dolgikh, Sofiia et al.
arXiv (All) · Papers
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econometrics
We propose double machine learning (DML) estimators of the average treatment effect (ATE) and the average treatment effect on the treated (ATT) in the multivariate sample selection model with multiple ordinal selection equations. We establish asymptotic normality of the proposed estimators and study
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