LASSO

Identifying Latent Group Structures in Panel Data: The classifylasso Command in Stata

Identify latent group structures in panel data using the Classifier-LASSO method (Su, Shi, Phillips 2016), revealing that the pooled democracy-growth effect of +1.055 masks a +2.151 effect in 57 countries and a -0.936 effect in 41 countries.

Taming Model Uncertainty in the Environmental Kuznets Curve: BMA and Double-Selection LASSO with Panel Data

Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.

Three Methods for Robust Variable Selection: BMA, LASSO, and WALS

Three principled approaches to variable selection---BMA, LASSO, and WALS---applied to synthetic cross-country CO2 emissions data with known ground truth, demonstrating methodological triangulation for robust inference.

Introduction to Causal Inference: Double Machine Learning

Estimating the causal effect of a cash bonus on unemployment duration using Double Machine Learning with the Pennsylvania Bonus Experiment