Automatic Debiased Machine Learning of Causal and Structural Effects.

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The regressions may be high‐dimensional, making machine learning usefu...

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Bibliographic Details
Published in:Econometrica Vol. 90; no. 3; pp. 967 - 1028
Main Authors: Chernozhukov, Victor, Newey, Whitney K., Singh, Rahul
Format: Article
Published: Wiley-Blackwell May2022
Subjects:
Online Access:View this record in EBSCOhost