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Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression. (2021). Chernozhukov, Victor ; Syrgkanis, Vasilis ; Quintas-Martinez, Victor ; Newey, Whitney K.
In: Papers.
RePEc:arx:papers:2104.14737.

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    In: Papers.
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  2. Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan.
    In: Papers.
    RePEc:arx:papers:2208.08291.

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  3. Finite-Sample Guarantees for High-Dimensional DML. (2022). Quintas-Martinez, Victor.
    In: Papers.
    RePEc:arx:papers:2206.07386.

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  4. Adversarial Estimators. (2022). Metzger, Jonas.
    In: Papers.
    RePEc:arx:papers:2204.10495.

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  5. Automatic Debiased Machine Learning for Dynamic Treatment Effects. (2022). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor.
    In: Papers.
    RePEc:arx:papers:2203.13887.

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  7. RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests. (2021). Syrgkanis, Vasilis ; Quintas-Martinez, Victor ; Newey, Whitney K ; Chernozhukov, Victor.
    In: Papers.
    RePEc:arx:papers:2110.03031.

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  22. Characterization of the asymptotic distribution of semiparametric M-estimators. (2006). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
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    RePEc:ifs:cemmap:15/06.

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  23. Empirical Analysis of Limit Order Markets. (2001). Hollifield, Burton ; Sands, Patrik ; Miller, Robert.
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  24. A nonparametric multiple choice method within the random utility framework. (2000). Nychka, Douglas W. ; Huang, J u-Chin, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:97:y:2000:i:2:p:207-225.

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  25. An Empirical Analysis of Limit Order Markets. (1999). Hollifield, Burton ; Sandas, Patrik ; Miller, Robert A..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:29-99.

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  26. Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty. (1995). Ahn, Hyungtaik .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:67:y:1995:i:2:p:337-378.

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