Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460)

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scientific article; zbMATH DE number 7471533
  • Regularizing double machine learning in partially linear endogenous models
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English
Regularizing Double Machine Learning in Partially Linear Endogenous Models
scientific article; zbMATH DE number 7471533
  • Regularizing double machine learning in partially linear endogenous models

Statements

29 January 2021
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9 February 2022
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stat.ME
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math.ST
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stat.TH
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Regularizing double machine learning in partially linear endogenous models (English)
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double machine learning
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endogenous variables
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generalized method of moments
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instrumental variables
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k-class estimation
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partially linear model
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regularization
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semiparametric estimation
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two-stage least squares
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