1 Double / Debiased ML
Long Story Short: Omitted Variable Bias in Causal Machine Learning(Chernozhukov et al. 2022)
Double/debiased machine learning for treatment and structural parameters(Chernozhukov et al. 2018)
DoubleML The Python and R package DoubleML provide an implementation of the double / debiased machine learning framework of Chernozhukov et al. (2018)
Double Machine Learning for causal inference
References
Chernozhukov, Victor, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, and James Robins. 2018. “Double/Debiased Machine Learning for Treatment and Structural Parameters.” The Econometrics Journal 21 (1): C1–68. https://doi.org/10.1111/ectj.12097.
Chernozhukov, Victor, Carlos Cinelli, Whitney Newey, Amit Sharma, and Vasilis Syrgkanis. 2022. “Long Story Short: Omitted Variable Bias in Causal Machine Learning.” Working {{Paper}}. Working Paper Series. National Bureau of Economic Research. https://doi.org/10.3386/w30302.