3 papers
econ.EM2025
An Introduction to Double/Debiased Machine Learning
Achim Ahrens, Victor Chernozhukov, Christian Hansen +3
This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisanc…
econ.EM2024
Model Averaging and Double Machine Learning
Achim Ahrens, Christian B. Hansen, Mark E. Schaffer +1
This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural param…
econ.EM2023
Optimal Categorical Instrumental Variables
Thomas Wiemann
This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable…