Regularizing Double Machine Learning in Partially Linear Endogenous Models
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Publication:115460
DOI10.48550/arXiv.2101.12525zbMath1498.62086arXiv2101.12525OpenAlexW3127612488MaRDI QIDQ115460
Peter Bühlmann, Corinne Emmenegger, Peter Bühlmann, Corinne Emmenegger
Publication date: 29 January 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.12525
regularizationgeneralized method of momentssemiparametric estimationinstrumental variablestwo-stage least squaresendogenous variablespartially linear modelk-class estimationdouble machine learning
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05)
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