3 papers
econ.EM2026
Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence
Kaicheng Chen, Harold D. Chiang
This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered depen…
econ.EM2026
Identification of Average Responses with Endogenous Controls
Kaicheng Chen, Kyoo il Kim
Control variables are routinely treated as exogenous, yet in many empirical settings they are themselves endogenous. This creates a dilemma: omitting controls may leave the treatme…
econ.EM2025
Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
Kaicheng Chen
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile,…