This paper develops tuning-free tests for treatment-effect heterogeneity. By characterizing the null hypothesis as constancy of the expectile treatment-effect curve, we construct test statistics as continuous functionals of the mean-centered sample expectile process. We establish a uniform Bahadur representation, deriv...
Assessing treatment-effect heterogeneity is important in causal inference, particularly for functional outcomes where effects may vary over time and the common effect is unknown. We propose a nonparametric procedure that assesses treatment-effect homogeneity through a testable marginal implication. By comparing within-...
Yong-Zhen Feng, Jie Li, Xiao-Jun Song· 0 citations
Many structural and dynamic economic models imply that key parameters are identified by conditional quantile restrictions. Building on the exponential-weighting approach of Bierens (1990) and recent advances in penalized maximum statistics for conditional moment restrictions (Chen et al., 2025), we develop a unified in...
Comparing two populations at the same physical covariate value requires more than conditional means or isolated target-point decisions: researchers may need evidence about an entire conditional-distribution ordering over a continuum, even when covariate margins differ. This paper makes that common-value comparison esti...
We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a Reproducing Kernel Hilbert Space (RKHS), we construct a closed-form $V$-statistic objective function that quantifies the distance from the re...
We propose a nonparametric integrated conditional moment (ICM) test for treatment effect heterogeneity across subpopulations defined by a given covariate subvector. Under unconfoundedness, the null is recast as a conditional moment restriction based on a Neyman-orthogonal score, which reduces the first-order sensitivit...
Hao Lu, Xiao-Jun Song· 0 citations
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