Factor-Augmented Machine Learning Panel Regressions

arXiv:2607.06368 · econ.EM, math.ST, stat.ME, stat.ML · Submitted 2026-07-07 · Read on arXiv

Andrii Babii, Luca Barbaglia, Eric Ghysels, Jonas Striaukas

econ.EM, math.ST, stat.ME, stat.ML

Submitted: 2026-07-07

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Lasso — 24× in this paper · explained in 2 episodes
• Sparsity — 4× in this paper · explained in 5 episodes
• Heavy-Tailed Distributions — 1× in this paper · explained in 2 episodes
• Objective Function — 1× in this paper · explained in 2 episodes
• Papers — 1× in this paper · explained in 3 episodes
• Regularization — 1× in this paper · explained in 3 episodes
• Sample Complexity — 1× in this paper · explained in 20 episodes

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