2 papers
econ.EM2025
Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness
Andrii Babii, Xi Chen, Eric Ghysels +1
We study the binary choice problem in a data-rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not o…
econ.EM2025
Tensor PCA for Factor Models
Andrii Babii, Eric Ghysels, Junsu Pan
Modern empirical analysis often relies on high-dimensional panel datasets with non-negligible cross-sectional and time-series correlations. Factor models are natural for capturing…