Large dimensional latent factor modeling with missing observations and applications to causal inference
Year of publication: |
2023
|
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Authors: | Xiong, Ruoxuan ; Pelger, Markus |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 233.2023, 1, p. 271-301
|
Subject: | Principal components | Synthetic control | Treatment effect | Large N and T | Matrix completion | Kausalanalyse | Causality analysis | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
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