Double Machine Learning for Average Treatment Effects
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Double/debiased machine learning for treatment and causal parameters, Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, and James Robins, 2018The Econometrics Journal, Vol. 21 (Oxford University Press on behalf of the Royal Economic Society)DOI: 10.1111/ectj.12097 - The seminal paper introducing the Double Machine Learning framework, detailing Neyman orthogonality and cross-fitting for causal parameter estimation.
Causal Inference: The Mixtape, Scott Cunningham, 2021 (Yale University Press) - A widely recognized book covering modern causal inference methods, including the role of machine learning and high-dimensional settings, for foundational understanding.
The Impact of Machine Learning on Econometrics, Susan Athey and Guido W. Imbens, 2019In The Economics of Artificial Intelligence: An Agenda (University of Chicago Press)DOI: 10.7208/chicago/9780226613812.003.0016 - This chapter discusses how machine learning methods are transforming econometric analysis and causal inference, providing a broader context for the DML approach.