Double machine learning with gradient boosting and its application to the Big N audit quality effect

DOI10.1016/J.JECONOM.2020.01.018zbMATH Open1456.62320OpenAlexW2938609004MaRDI QIDQ2305992FDOQ2305992

Authors: Jui-Chung Yang, Hui-Ching Chuang, 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

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zbMATH Keywords

double machine learninggradient boostingaverage treatment effectaudit qualityBig \(N\) effectperformance-matched discretionary accruals

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20) Statistical aspects of big data and data science (62R07) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (2)

• 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy
• Designing efficient randomized trials: power and sample size calculation when using semiparametric efficient estimators

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