Published October 12, 2024 | Version v1
Dataset

Model averaging and double machine learning (replication data)

  • 1. ETH Zürich
  • 2. University of Chicago
  • 3. Heriot-Watt University

Description

This is the replication repository for the paper "Model averaging and double machine learning" by Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann (Journal of Applied Econometrics).

Additional details

Identifiers

DOI
10.15456/jae.2024286.1440194347
Other
oai:uchicago.tind.io:14439

Related works

Is cited by
10.1002/jae.3103 (DOI)
Is supplemented by
10.15456/jae.2024286.1440194347 (DOI)

UChicago Information

Division(s)
Booth School of Business, Social Sciences Division
Department(s)
Econometrics and Statistics, Kenneth C. Griffin Department of Economics