Supplement to "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness"

These supplemental materials are organized as follows. Supplemental Appendix C gives additional empirical results. Supplemental Appendix D proves Lemma A.3, gives the derivation of the solution path in the proof of Theorem 2.2, completes the proof of Theorem 2.3, proves Lemma B.1 and Lemma B.2, gives conditions for asymptotic efficiency of the matching estimator with a single match, and finally verifies Assumption B.1 for the matching estimator.

Supplemental Authors: 
Armstrong, Timothy - Yale University
Kolesár, Michal - Princeton university
Online Appendix