Search Results - subject:"Partially Linear Model" - EconBiz

Model averaging and double machine learning

Ahrens, Achim; Hansen, Christian; Schaffer, Mark E.; … - In: Journal of applied econometrics 40 (2025) 3, pp. 249-269

Persistent link: https://www.econbiz.de/10015372755

Model averaging and double machine learning

Ahrens, Achim; Hansen, Christian; Schaffer, Mark E.; … - 2024

This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. We introduce two new stacking approaches for DDML: short-stacking exploits the cross-fitting step of DDML to...

Persistent link: https://www.econbiz.de/10014454715

Model Averaging and Double Machine Learning

Ahrens, Achim; Hansen, Christian B.; Schaffer, Mark E; … - 2024

This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. We introduce two new stacking approaches for DDML: short-stacking exploits the cross-fitting step of DDML to...

Persistent link: https://www.econbiz.de/10014469867

Partially linear models under data combination

D'Haultfœuille, Xavier; Gaillac, C.; Maurel, Arnaud - In: The review of economic studies : RES 92 (2025) 1, pp. 238-267

Persistent link: https://www.econbiz.de/10015359406

Calibrated equilibrium estimation and double selection for high-dimensional partially linear measurement error models

Luo, Jingxuan; Li, Gaorong; Peng, Heng; Yue, Lili - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 3, pp. 710-722

Persistent link: https://www.econbiz.de/10015534361

Partially Linear Models under Data Combination

D'Haultfoeuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2022

We consider the identification of and inference on a partially linear model, when the outcome of interest and some of …

Persistent link: https://www.econbiz.de/10013351769

Partially linear models under data combination

D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2022

We consider the identification of and inference on a partially linear model, when the outcome of interest and some of …

Persistent link: https://www.econbiz.de/10013186712

Essays in econometrics with focus on smooth minimum distance inference

Becker, Daniel - 2021

Persistent link: https://www.econbiz.de/10013285043

Two-step series estimation and specification testing of (partially) linear models with generated regressors

Hsu, Yu-Chin; Liao, Jen-Che; Lin, Eric S. - In: Econometric reviews 41 (2022) 9, pp. 985-1007

Persistent link: https://www.econbiz.de/10013364936

Estimation of a partially linear seemingly unrelated regressions model : application to a translog cost system

Geng, Xin; Sun, Kai - In: Econometric reviews 41 (2022) 9, pp. 1008-1046

Persistent link: https://www.econbiz.de/10013364938

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