Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)

Autor:	Martin Biewen, Philipp Kugler
Rok vydání:	2020
Předmět:	Economics and Econometrics 0502 economics and business 05 social sciences Statistics Instrumental variable 050207 economics Least squares Finance 050205 econometrics Mathematics Random forest
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
DOI:	10.2139/ssrn.3679019
Popis:	We develop the case of two-stage least squares random forests based on Athey et al. (2019) and apply it to the classic analysis of Angrist and Evans (1998).
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8438900125f0a5240efa743b47b31a4f https://doi.org/10.2139/ssrn.3679019 Zobrazit plný text záznamu