Abstract: 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).
Details
Title
Model averaging and double machine learning (replication data)
Creator
Ahrens, Achim : ETH Zürich Hansen, Christian B. : University of Chicago Schaffer, Mark E. : Heriot-Watt University Wiemann, Thomas : University of Chicago