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most citedDyadic double/debiased machine learning for analyzing determinants of free trade agreements

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econ.EM2026

Choosing the Dictionary and Penalty for IV-LASSO

Yukun Ma, Manu Navjeevan, Bogdan Salahub

Estimating an instrumental variables (IV) first stage with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary and penalty. Existing rules ta…