Search Results for author: Sami Stouli

Found 2 papers, 1 papers with code

Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects

no code implementations4 Sep 2020 Whitney K. Newey, Sami Stouli

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments.

Simultaneous Mean-Variance Regression

1 code implementation5 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.

regression valid

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