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Bin-Zhi Chen

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Preprint Aug 2026

Double Machine Learning with High-dimensional Interactive Fixed Effects

The method combines projection-based defactorisation of the data, in the spirit of Common Correlated Effects, with a Neyman-orthogonal score function and cross-fitting procedure, and accommodates low-rank factor structures in outcomes and treatments alongside high-dimensional, potentially nonlinear covariate effects es...

Bin-Zhi Chen, Annalivia Polselli, P. Clarke · 0 citations

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