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When Is Neyman-Orthogonal Inference Feasible? Existence and Relevance

Argañaraz, Facundo et al.
arXiv (All) · Papers
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econometrics
Neyman-orthogonal moments underpin debiased and double machine learning, yet their existence and informativeness are typically presumed. We characterize two oracle properties that orthogonal inference presupposes for a target--model pair: existence and relevance. Under conditions ensuring attainabil
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