Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect
DOI10.1016/j.jeconom.2020.01.018zbMath1456.62320OpenAlexW2938609004MaRDI QIDQ2305992
Hui-Ching Chuang, Jui-Chung Yang, Chung-Ming Kuan
Publication date: 20 March 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.018
average treatment effectaudit qualitygradient boostingdouble machine learningBig \(N\) effectperformance-matched discretionary accruals
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of big data and data science (62R07)
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