2 papers
econ.EM2024
On the (Mis)Use of Machine Learning with Panel Data
Augusto Cerqua, Marco Letta, Gabriele Pinto
We provide the first systematic assessment of data leakage issues in the use of machine learning on panel data. Our organizing framework clarifies why neglecting the cross-sectiona…
econ.EM2023
Causal inference and policy evaluation without a control group
Augusto Cerqua, Marco Letta, Fiammetta Menchetti
Without a control group, the most widespread methodologies for estimating causal effects cannot be applied. To fill this gap, we propose the Machine Learning Control Method, a new…