Large dimensional latent factor modeling with missing observations and applications to causal inference
Ruoxuan Xiong, Markus Pelger
Topics & Concepts
Missing dataFactor analysisEconometricsEstimatorInferencePanel dataStatisticsCovarianceMathematicsPrincipal component analysisLatent variableCounterfactual thinkingAsymptotic analysisCovariance matrixComputer scienceArtificial intelligenceEpistemologyPhilosophyAdvanced Causal Inference TechniquesSpatial and Panel Data AnalysisStatistical Methods and Bayesian Inference