A Unified Framework for Specification Tests of Continuous Treatment Effect Models

Wei Huang, Oliver Linton & Zheng Zhang
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 a nonparametric weighting function. We propose a test statistic for the null model in which the weighting function is estimated by solving an expanding set of moment equations. We establish the asymptotic...
1 citation reported since publication in 2021.
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