thomaswiemann / ddml

ddml: Double/Debiased Machine Learning in R
https://thomaswiemann.com/ddml/
GNU General Public License v3.0
15 stars 1 forks source link

memory efficient liml CSE estimation #21

Closed thomaswiemann closed 2 years ago

thomaswiemann commented 2 years ago

adds memory-efficient implementation of the CSE of Hansen et al. (2008).