Similar Search Results - EconBiz

Model averaging and double machine learning

Ahrens, Achim; Hansen, Christian Bailey; 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

Estimating density ratio of marginals to joint : applications to causal inference

Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - 2022

Persistent link: https://www.econbiz.de/10012806699

Smoothness-adaptive contextual bandits

Gur, Yonatan; Momeni, Ahmadreza; Wager, Stefan - In: Operations research 70 (2022) 6, pp. 3198-3216

Persistent link: https://www.econbiz.de/10014307666

Model averaging and double machine learning

Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2025

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

Nonparametric inferences for additive models

Fan, Jianqing; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 890-907

Persistent link: https://www.econbiz.de/10003107771

Nonparametric inference based on conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10010258282

Nonparametric estimation of causal effects in observational studies

Barros, Ricardo Paes de - In: Brazilian review of econometrics : BRE ; the review of … 30 (2010) 2, pp. 229-260

Persistent link: https://www.econbiz.de/10009705485

Nonparametric estimation and inference about the overlap of two distributions

Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 171 (2012) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009686747

Nonparametric estimation and inference for Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - 2012

Persistent link: https://www.econbiz.de/10010473723

Nonparametric estimation and inference on conditional quantile processes

Qu, Zhongjun; Yoon, Jungmo - In: Journal of econometrics 185 (2015) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011339911

A service of the