Debiased Machine Learning: Identification, Estimation, and Shape Constraints
We develop a general framework of identification and estimation for automatic debiased machine learning (DML) where the parameter of interest $θ_0$ is identified by a moment condition involving a nuisance $γ_0$ that may be high dimensional. We establish conditions under which the Riesz representer $α_0$, which is at the core of DML,...