Machine Learning Instrument Variables for Causal Inference
A machine learning framework for constructing strong instrumental variables from weak exogenous data achieves semiparametric efficiency with applications to advertising and demand estimation.
Authors
- Kartik Hosanagar (ORCID: https://orcid.org/0000-0002-6442-9434)
- Amandeep Singh (ORCID: https://orcid.org/0000-0003-1755-6753)
- Amit Gandhi (ORCID: https://orcid.org/0009-0000-1179-7316)
Institutions
- University of Washington (US)
- University of Pennsylvania (US)
Publication Details
- Journal
- Marketing Science
- Published
- 2026-10-27
- DOI
- https://doi.org/10.1287/mksc.2023.0340
- Primary Topic
- Advanced Causal Inference Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00