Double/debiased machine learning estimation
Posted: Tue Mar 11, 2025 7:28 am
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.