Double LASSO: Replication and Practical Insights
Abstract
ABSTRACT The rise of machine learning (ML) is one of the most prominent developments in applied econometrics in the past decade. The focus of much economic analysis is causal, rather than prediction, and Belloni et al. (2014) demonstrate how ML methods can be used in causal inference. This paper undertakes a narrow and wide replication of the Monte Carlo and empirical examples presented by Belloni et al. (2014). We discuss practical implications of this replication for the use of double ML methods in applied econometric research.
Fields of Study & Subjects
Advanced Causal Inference Techniques
Statistical Methods and Inference
Spatial and Panel Data Analysis
Publication details
- Journal / source
- Journal of Applied Econometrics
- Volume
- 41
- Issue
- 4
- Pages
- 499–506
- Publication date
- 15 February 2026
- Language
- EN