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SSRNML & AI Methods

Model Averaging and Double Machine Learning

The article presents two new stacking methods for double-debiased machine learning (DDML), showing its robustness against unknown functional forms, with software available in Stata and R.

Featured in No. 33 on 17 Jan 2024 · 6 days after release · 25 citations today

Released
11 Jan 2024
First featured
No. 33 · 17 Jan 2024
Citations (Semantic Scholar)
25
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4691169

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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