Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators-Reference-Cited by-同舟云学术

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Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators

Published:2023-08 Issue: Volume: Page:105500
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Liu Lin,Mukherjee Rajarshi,Robins James M.

Funder

National Institutes of Health

Office of Naval Research

National Natural Science Foundation of China

Science and Technology Commission of Shanghai Municipality

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference82 articles.

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2. Efficient estimation of models with conditional moment restrictions containing unknown functions;Ai;Econometrica,2003

3. Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables;Ai;J. Econometrics,2007

4. The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions;Ai;J. Econometrics,2012

5. Identification of causal effects using instrumental variables;Angrist;J. Amer. Statist. Assoc.,1996

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