Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence

arXiv:2602.11333v1 Announce Type: new Abstract: This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered dependence, without relying on cross-fitting. While cr...

🔗 Read more: https://arxiv.org/abs/2602.11333

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