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math.ST2019
Inference robust to outliers with l1-norm penalization
Jad Beyhum
This paper considers the problem of inference in a linear regression model with outliers where the number of outliers can grow with sample size but their proportion goes to 0. We a…
math.ST2019★ 3 cited
Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity
Jad Beyhum, Eric Gautier
This paper considers a nuclear norm penalized estimator for panel data models with interactive effects. The low-rank interactive effects can be an approximate model and the rank of…