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Quantile Treatment Effects estimated using Causal Machine Learning: Theory and Empirics

Research Project

Project/Area Number 20K01593
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 07030:Economic statistics-related
Research InstitutionSenshu University (2022-2023)
Tokyo International University (2020-2021)

Principal Investigator

Chen Jauer  専修大学, 経済学部, 准教授 (70837757)

Project Period (FY) 2020-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2023: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2022: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2021: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2020: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords因果的機械学習 / 分位点処置効果 / 計量経済学 / Double Machine Learning / コウザルフォレスト / 因果機械学習
Outline of Research at the Start

To estimate causal effects, machine learning (ML) methods require adaptations to exploit the structure of economic problems, or to change the optimization criteria of ML algorithms in an economic policy analysis. This research investigates those adaptations, aka the causal ML in economics.

Outline of Final Research Achievements

In this study, we explored the econometric analysis of quantile treatment effects and their application in economics. Specifically, we focused on using causal machine learning to estimate policy effects and causal parameters, as well as constructing their confidence intervals. This research aims to refine existing machine learning methods for causal inference, thereby enhancing the accuracy and interpretability of estimations in empirical economic research.

Academic Significance and Societal Importance of the Research Achievements

学術的には、因果的機械学習の手法を用いることで、経済データの解釈と活用が向上しました。社会的には、この研究は政策立案者がより根拠に基づいた効果的な経済政策を行うための支援となることを期待しています。特に、政策のターゲティングや効果の評価において、より精確な情報を提供することが可能となりました。

Report

(5 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • Research Products

    (5 results)

All 2023 2021 Other

All Int'l Joint Research (2 results) Journal Article (2 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 2 results,  Open Access: 2 results) Presentation (1 results) (of which Int'l Joint Research: 1 results)

  • [Int'l Joint Research] 米国マイクロソフトリサーチ社チーフエコノミストオフィス(米国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] 国立台湾大学大学院経済学研究所(その他の国・地域)

    • Related Report
      2020 Research-status Report
  • [Journal Article] Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles2023

    • Author(s)
      Chuang Hui-Ching、Chen Jau-er
    • Journal Title

      Econometrics

      Volume: 11 Issue: 1 Pages: 1-20

    • DOI

      10.3390/econometrics11010006

    • Related Report
      2022 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions2021

    • Author(s)
      Chen Jau-er、Huang Chien-Hsun、Tien Jia-Jyun
    • Journal Title

      Econometrics

      Volume: 9 Issue: 2 Pages: 1-18

    • DOI

      10.3390/econometrics9020015

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] The Gender Wage Gap over the Life Cycle: Evidence from Japan2023

    • Author(s)
      Jau-er Chen
    • Organizer
      The Asian and Australasian Society of Labour Economics
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research

URL: 

Published: 2020-04-28   Modified: 2025-11-21  

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