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…
stat.ME2023
Generalized Information Criteria for Structured Sparse Models
Eduardo F. Mendes, Gabriel J. P. Pinto
Regularized m-estimators are widely used due to their ability of recovering a low-dimensional model in high-dimensional scenarios. Some recent efforts on this subject focused on cr…