46 citations · 118 across the 18 of their papers we have counts for
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econ.EM2023
Target PCA: Transfer Learning Large Dimensional Panel Data
Junting Duan, Markus Pelger, Ruoxuan Xiong
This paper develops a novel method to estimate a latent factor model for a large target panel with missing observations by optimally using the information from auxiliary panel data…
econ.EM2019★ 5 cited
Optimal Experimental Design for Staggered Rollouts
Ruoxuan Xiong, Susan Athey, Mohsen Bayati +1
In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The…
econ.EM2018
State-Varying Factor Models of Large Dimensions
Markus Pelger, Ruoxuan Xiong
This paper develops an inferential theory for state-varying factor models of large dimensions. Unlike constant factor models, loadings are general functions of some recurrent state…