Econometrica Vol. 86 No. 6 2018
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
open access
Abstract
This zip file contains the replication files for the manuscript. It also contains an online appendix. The supplementary material contains 7 appendices with additional results and some omitted proofs. Appendix C introduces some notation. Appendix D includes a brief review of differential geometry. Appendix E gathers the proofs of the key mathematical results in Appendix A. Appendix F provides sufficient conditions for the u-Donsker properties in Section 4. Appendix G extends the theoretical analysis to include discrete covariates. Appendices H and I report the results of 3 numerical simulations and an empirical application to the effect of race on mortgage denials, respectively.
- DOI
- 10.3982/ecta14415
- Volume
- 86
- Issue
- 6
- Pages
- 1911-1938
- Language
- en
- Sources
- bibtex:phds-export.bib crossref openalex