high-dimensional panel data 1instrumental variable screening 1latent dual networks 1network models 1post-selection inference 1
From the 1 of 2 linked papers with an AI index.
2 papers
econ.EM2026
Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening
Arturas Juodis, George Kapetanios, Vasilis Sarafidis
The paper proposes a method to estimate and conduct inference on high‑dimensional panel models where outcomes are influenced by two types of network interactions—reinforcing and co…
econ.EM2026
Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
Artūras Juodis, Martin Weidner
We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS…