Outline
DOI: 10.1287/mksc.2023.0340 ISSN: 0732-2399
Machine Learning Instrument Variables for Causal Inference
Amandeep Singh, Kartik Hosanagar, Amit GandhiA machine learning framework for constructing strong instrumental variables from weak exogenous data achieves semiparametric efficiency with applications to advertising and demand estimation.
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