Double LASSO: Replication and Practical Insights

IF 2.5 3区经济学 Q2 ECONOMICS

Journal of Applied Econometrics Pub Date : 2026-06-08 Epub Date: 2026-02-15 DOI:10.1002/jae.70041

Jack Fitzgerald Sice, Finn Lattimore, Tim Robinson, Anna Zhu

引用次数: 0

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.

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双重套索：复制和实践见解

机器学习（ML）的兴起是过去十年中应用计量经济学最突出的发展之一。许多经济分析的重点是因果关系，而不是预测，Belloni等人（2014）展示了机器学习方法如何用于因果推理。本文对Belloni et al.（2014）提出的蒙特卡洛和实证例子进行了广泛和狭隘的复制。我们讨论了在应用计量经济学研究中使用双重ML方法的这种复制的实际意义。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Applied Econometrics Multiple-

CiteScore

3.70

自引率

4.80%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.