3 papers
econ.EM2026
Double Machine Learning with High-dimensional Interactive Fixed Effects
Binzhi Chen, Annalivia Polselli, Paul S. Clarke
Factor structures are central to empirical work in economics and finance, and are usually used to model time-varying unobserved heterogeneity through interactive fixed effects (IFE…
econ.EM2026
Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
Anna Baiardi, Paul S. Clarke, Andrea A. Naghi +1
Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confoundin…
econ.EM2025
xtdml: Double Machine Learning Estimation to Static Panel Data Models with Fixed Effects in R
Annalivia Polselli
The double machine learning (DML) method combines the predictive power of machine learning with statistical estimation to conduct inference about the structural parameter of intere…