[x] Average Treatment Effect on the Treated (ATET):
ATET_t := E[Y_it(1) - Y_it(0) | i treated]
[ ] Quantile Treatment Effect on the Treated (QTET)
QTET_t,alpha := Q_alpha[Y_it(1) - Y_it(0) | i treated]
[ ] Distributional Treatment Effect on the Treated (DTET)
Semiparametric Counterfactual Density Estimation: paper, general slides, @ehkennedy code npcausal
Distributional Synthetic Controls (paper, R pkg DSC.r )
Forecasting methods (ArchModels.jl) can give entire predictive distribution...
Estimands:
Hybrid methods: