Packages
Here you can find some packages I am working on.
- dmlpanel: This is an implementation of Debiased Machine Learning (DML) for high-dimensional linear panel data models with common parameters and random coefficients, as introduced by “Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models”, by Argañaraz, F., and Escanciano, J.C., Argañaraz and Escanciano (2025). This function is in a (VERY!) preliminary stage.