Supplement to "Program Evaluation and Causal Inference with High-Dimensional Data"

This supplement contains 11 appendices with additional results and some omitted proofs.  Appendices F-J include additional results for Sections 2-7, respectively.  Appendix K gathers auxiliary results on algebra of covering entropies.  Appendices L and M contain the proofs of Sections 4 and 5 omitted from the main text.  Appendix N contains the proofs of Sections 6 omitted from the main text, together with the proofs of the additional results for Section 6 in Appendix I.  Appendix O reports the results of a simulation experiment.

Supplemental Authors: 
Belloni, Alexandre - Duke University
Chernozhukov, Victor - Massachusetts Institute of Technology
Fernandez-Val, Ivan - Boston University
Hansen, Christian B - University of Chicago
Online Appendix