2 papers
econ.EM2024
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
Adam Baybutt
We develop novel estimation procedures with supporting econometric theory for a dynamic latent-factor model with high-dimensional asset characteristics, that is, the number of char…
econ.EM2023
Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls
Adam Baybutt, Manu Navjeevan
Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-…