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Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data

Citations

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Cited by:

  1. Zhou, Ruichao & Wu, Jianhong, 2023. "Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion," Economics Letters, Elsevier, vol. 232(C).
  2. Christian Bayer & Luis Calderon & Moritz Kuhn, 2025. "Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2025_625, University of Bonn and University of Mannheim, Germany.
  3. Kathleen T. Li, 2024. "Frontiers: A Simple Forward Difference-in-Differences Method," Marketing Science, INFORMS, vol. 43(2), pages 267-279, March.
  4. Michael W. McCracken & Serena Ng, 2021. "FRED-QD: A Quarterly Database for Macroeconomic Research," Review, Federal Reserve Bank of St. Louis, vol. 103(1), pages 1-44, January.
  5. Cahan, Ercument & Bai, Jushan & Ng, Serena, 2023. "Factor-based imputation of missing values and covariances in panel data of large dimensions," Journal of Econometrics, Elsevier, vol. 233(1), pages 113-131.
  6. Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan, 2024. "Inference for low-rank completion without sample splitting with application to treatment effect estimation," Journal of Econometrics, Elsevier, vol. 240(1).
  7. Guido Imbens & Nathan Kallus & Xiaojie Mao, 2021. "Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models," Papers 2108.03849, arXiv.org.
  8. Retsef Levi & Elisabeth Paulson & Georgia Perakis & Emily Zhang, 2024. "Heterogeneous Treatment Effects in Panel Data," Papers 2406.05633, arXiv.org.
  9. Li, Xingyu & Shen, Yan & Zhou, Qiankun, 2024. "Confidence intervals of treatment effects in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 240(1).
  10. Bai, Jushan & Wang, Peng, 2024. "Causal inference using factor models," MPRA Paper 120585, University Library of Munich, Germany.
  11. Callaway, Brantly & Karami, Sonia, 2023. "Treatment effects in interactive fixed effects models with a small number of time periods," Journal of Econometrics, Elsevier, vol. 233(1), pages 184-208.
  12. Zongwu Cai & Ying Fang & Ming Lin & Zixuan Wu, 2023. "A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202305, University of Kansas, Department of Economics, revised Aug 2023.
  13. Jungjun Choi & Ming Yuan, 2023. "Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models," Papers 2308.02364, arXiv.org.
  14. Magnac, Thierry, 2023. "Capital humain et recherche d'emploi: un mariage heureux - Human Capital and Search Models: A Happy Match," TSE Working Papers 23-1489, Toulouse School of Economics (TSE).
  15. Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019. "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers 1912.02151, arXiv.org, revised Aug 2022.
  16. Thierry Magnac, 2024. "Human Capital and Search Models: A Happy Match," Revue économique, Presses de Sciences-Po, vol. 75(1), pages 11-29.
  17. Xiong, Ruoxuan & Pelger, Markus, 2023. "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, vol. 233(1), pages 271-301.
  18. Juho Koistinen & Bernd Funovits, 2022. "Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization," Papers 2202.00310, arXiv.org, revised Feb 2022.
  19. Luya Wang & Zheng Li & Qi Li, 2023. "A Tale of Two Policies: Examining Treatment Effects on Housing Prices in Shenzhen, China," Annals of Economics and Finance, Society for AEF, vol. 24(2), pages 277-288, November.
  20. Cheng Hsiao & Qiankun Zhou, 2024. "Panel treatment effects measurement: Factor or linear projection modelling?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1332-1358, November.
  21. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023. "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series 587, Central Bank of Brazil, Research Department.
  22. Yinchu Zhu, 2019. "How well can we learn large factor models without assuming strong factors?," Papers 1910.10382, arXiv.org, revised Nov 2019.
  23. Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
  24. Brantly Callaway, 2022. "Difference-in-Differences for Policy Evaluation," Papers 2203.15646, arXiv.org.
  25. Joaqui-Barandica, Orlando & Manotas-Duque, Diego F. & Uribe, Jorge M., 2022. "Commonality, macroeconomic factors and banking profitability," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  26. Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu, 2023. "Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study," Papers 2309.15983, arXiv.org, revised Nov 2024.
  27. Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye, 2024. "Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach," Papers 2405.12180, arXiv.org.
  28. Jungjun Choi & Hyukjun Kwon & Yuan Liao, 2023. "Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation," Papers 2307.16370, arXiv.org.
  29. Yang Zhou & Shigeto Kitano, 2024. "Effects of Capital Flow Management Measures on Wealth Inequality: New Evidence from Counterfactual Estimators," Discussion Paper Series DP2024-30, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2024.
  30. Serena Ng & Susannah Scanlan, 2023. "Constructing High Frequency Economic Indicators by Imputation," Papers 2303.01863, arXiv.org, revised Oct 2023.
  31. FATUM, Rasmus & YAMAMOTO, Yohei & CHEN, Binwei, 2023. "The Trend Effect of Foreign Exchange Intervention," Discussion paper series HIAS-E-132, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  32. Alberto Abadie & Anish Agarwal & Raaz Dwivedi & Abhin Shah, 2024. "Doubly Robust Inference in Causal Latent Factor Models," Papers 2402.11652, arXiv.org, revised Oct 2024.
  33. Luis Costa & Vivek F. Farias & Patricio Foncea & Jingyuan (Donna) Gan & Ayush Garg & Ivo Rosa Montenegro & Kumarjit Pathak & Tianyi Peng & Dusan Popovic, 2023. "Generalized Synthetic Control for TestOps at ABI: Models, Algorithms, and Infrastructure," Interfaces, INFORMS, vol. 53(5), pages 336-349, September.
  34. Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2024. "Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator," Department of Economics Working Papers 2024-03, McMaster University.
  35. Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu, 2023. "Adaptive Principal Component Regression with Applications to Panel Data," Papers 2307.01357, arXiv.org, revised Aug 2024.
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