3 papers
stat.ME2026
Synthetic Control Method with Mixed Frequency Data
Lu Zhang, Shijin Gong, Xinyu Zhang
Mixed-frequency data, where variables are observed at different temporal resolutions, commonly occur in economic and financial studies. Classical synthetic control methods (SCM) ar…
math.ST2023
The Functional Average Treatment Effect
Shane Sparkes, Erika Garcia, Lu Zhang
This paper establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of c…
math.ST2023
Properties and Deviations of Random Sums of Densely Dependent Random Variables
Shane Sparkes, Lu Zhang
A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is…