Double/debiased machine learning estimation

[donihue]

Are there any plans to add double/debiased machine learning estimation to EViews (along the lines of what is proposed in Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), "Double/debiased machine learning for treatment and structural parameters". The Econometrics Journal, 21)? For information, DoubleML.org has Python and R implementations.

[EViews Gareth]

Not currently, although, of course, EViews' ability to run both Python and R code means that integrating as a user shouldn't be too tricky.

[donihue]

Thanks. Indeed, it can undoubtedly be done via the interface, but it would be a good feature to have "built-in".