Double LASSO: Replication and Practical Insights
复制了Belloni等人(2014)的蒙特卡洛和实证例子，讨论双重机器学习方法在应用计量经济学中的实用意义，帮助研究者判断该方法的使用效果。
ABSTRACT The rise of machine learning (ML) is one of the most prominent developments in applied econometrics in the past decade. The focus of much economic analysis is causal, rather than prediction, and Belloni et al. (2014) demonstrate how ML methods can be used in causal inference. This paper undertakes a narrow and wide replication of the Monte Carlo and empirical examples presented by Belloni et al. (2014). We discuss practical implications of this replication for the use of double ML methods in applied econometric research.