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Double/debiased machine learning estimation

Posted: Tue Mar 11, 2025 7:28 am
by 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.

Re: Double/debiased machine learning estimation

Posted: Tue Mar 11, 2025 8:45 am
by 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.

Re: Double/debiased machine learning estimation

Posted: Tue Mar 11, 2025 10:08 am
by donihue
Thanks. Indeed, it can undoubtedly be done via the interface, but it would be a good feature to have "built-in".