Supplement to "Inference on Counterfactual Distributions"

This supplement material contains the proof of he validity of bootstrap confidence bands for counterfactual functionals, a numerical comparison of quantile and distribution regression estimators, additional empirical results, and details about the variance decomposition of the composition effect.

Supplemental Authors: 
Victor Chernozhukov, Iv?n Fern?ndez-Val, and Blaise Melly
miscellaneous

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