Machine learning-augmented event study design
Machine learning-augmented event study design combines the standard event study framework — which traces outcome dynamics around a treatment date — with ML-based methods such as double/debiased machine learning (DML) or regularized regression to handle high-dimensional covariates, improve confounder control, and produce valid causal estimates when the covariate space is too large for conventional regression to manage reliably.
Izvorni zapis
Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.
- Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. · DOI 10.1111/ectj.12097
- Athey, S., & Imbens, G. W. (2022). Design-based analysis in difference-in-differences settings with staggered adoption. Journal of Econometrics, 226(1), 62-79. · DOI 10.1016/j.jeconom.2020.10.012
Uređene tvrdnje
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Povezane metode
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