EconBase
← All papers

Double Machine Learning for Time Series

Milos Ciganovic, Federico D'Amario, Massimiliano Tancioni

arXiv 11 Mar 2026 · Econometrics · publishedEconometrics Journal (2026)

arXiv:2603.10999 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We modify the Double Machine Learning estimator to broaden its applicability to macroeconomic time-series settings. A deterministic cross-fitting step, termed Reverse Cross-Fitting, leverages the time-reversibility of stationary series to improve sample utilization and efficiency. We detail and prove the conditions under which the estimator is asymptotically valid. We then demonstrate, through simulations, that its performance remains valid in realistic finite samples and is robust to model misspecification and violations of assumptions, such as heteroskedasticity. In high dimensions, predictive metrics for tuning nuisance learners do not generally minimize bias in the causal score. We propose a calibration rule targeting a "Goldilocks zone", a region of tuning parameters that delivers stable, partialled-out signals and reduced small-sample bias. Finally, we apply our procedure to residualized Local Projections to estimate the dynamic effects of a rise in Tier 1 regulatory capital. The results underscore the usefulness of the methodology for inference in macroeconomic applications.

Citation extraction

50
references
187
in-text mentions
145
distinct cited
1
self-citations
9,733
main-text words

appendix boundary found by appendix_titled_section at “Appendix A: Proofs of Results” · 81% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1McGrath, S., Mukherjee, D., Mukherjee, R., and Wang, Z. J (2025) Optimal Nuisance Function Tuning for Estimating a Doubly Robust Functional under Proportional Asymptotics1.00053100%
2Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C… (2018) Double/debiased machine learning for treatment and structural parameters0.87452100%
Chernozhukovunmatched citation key Chernozhukov0.69371100%
Hansenunmatched citation key Hansen0.64441100%
5Conti, A. M., Nobili, A., and Signoretti, F. M (2023) Bank capital requirement shocks: A narrative perspective0.64441100%
6Agostini, E., Bloise, F., and Tancioni, M (2024) Vaccination policy and mortality from COVID-19 in the European Union self0.64422100%
Neweyunmatched citation key Newey0.58531100%
8Kanngiesser, D., Martin, R., Maurin, L., and Moccero, D (2020) The macroeconomic impact of shocks to bank capital buffers in the Euro Area0.58531100%
9Meeks, R (2017) Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy0.58531100%
10Mésonnier, J.-S. and Stevanovic, D (2017) The macroeconomic effects of shocks to large banks' capital0.58531100%

Showing the top 10 of 145 scored citations. 3 of these could not be matched to a bibliography entry, so only the citation key is shown.