Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
用于分析自由贸易协定决定因素的二元组双重去偏机器学习
This paper presents novel methods and theories for estimation and inference about parameters in econometric models using machine learning for nuisance parameters estimation when data are dyadic. We propose a dyadic cross fitting method to remove over-fitting biases under arbitrary dyadic dependence. Together with the use of Neyman orthogonal scores, this novel cross fitting method enables root-$n$ consistent estimation and inference robustly against dyadic dependence. We…