Programa 2025

16-20 horas: An Introduction to Double/Debiased Machine Learning

Outline: This lecture provides a practical introduction to Double/Debiased Machine Learning (DML). DML provides a general approach to performing inference about a target parameter in the presence of high-dimensional controls or instrumental variables. We discuss DML and its two essential components: Neyman orthogonality and cross-fitting. We highlight that DML reduces functional form dependence and accommodates the use of complex data types, such as text data. We illustrate its application through three empirical examples and demonstrate DML estimation in Stata

Achim Ahrens is Senior Researcher at the Public Policy Group and Immigration Policy Lab at the ETH Zurich. In September, he will join CERGE-EI as an Assistant Professor. Achim holds an MSc in Economics from the University of Edinburgh and a PhD from Heriot-Watt University. He has worked on academic and policy projects in a wide range of fields including housing markets, migration and labor economics. Achim has a strong interest in applied econometrics, causal inference and machine learning. His work has been published in international peer-reviewed journals such as Journal of Applied Econometrics, World Development and Economics Letters.