Regularizing Double Machine Learning in Partially Linear Endogenous Models
From MaRDI portal
Publication:115460
DOI10.48550/arXiv.2101.12525zbMath1498.62086arXiv2101.12525MaRDI 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
regularization; generalized method of moments; semiparametric estimation; instrumental variables; two-stage least squares; endogenous variables; partially linear model; k-class estimation; double machine learning
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
68T05: Learning and adaptive systems in artificial intelligence
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