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Double Machine Learning for Static Panel Models with Instrumental variables: Method and Applications
Panel data applications often use instrumental variables (IV) to address endogeneity, but when instrument validity requires conditioning on high-dimensional covariates, flexible adjustment for confounding is essential and standard estimators like two-stage least squares (2SLS) break down. This paper proposes a novel Double Machine Learning (DML) estimator for static panel data...
Presented by: Annalivia Polselli
Venue: 2N2.4.16