Search Results - subject:"Partially linear"

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

Does energy risk lead to tourism fall in Europe? : insights from partially linear functional-coefficient model

Matyusupov, Bunyod; Švec, Roman; Pícha, Kamil; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 397-406

Persistent link: https://www.econbiz.de/10015403994

Partially linear single-index models and functional principal component analysis of spatially and temporally indexed point processes

Huang, Kun; Chen, Xian; Guan, Yongtao; Li, Yehua - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 1077-1091

Persistent link: https://www.econbiz.de/10015543004

Common trends and country specific heterogeneities in long-run world energy consumption

Chang, Yoosoon; Choi, Yongok; Kim, Chang Sik; Miller, … - 2024

Persistent link: https://www.econbiz.de/10014578030

Common trends and country specific heterogeneities in long-run world energy consumption

Chang, Yoosoon; Choi, Yongok; Kim, Chang Sik; Miller, … - 2024 - Version Date: January 11, 2024

Persistent link: https://www.econbiz.de/10014517309

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