most citedLarge Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

econ.EM2019★ 2 cited

Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference

Ruoxuan Xiong, Markus Pelger

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose est…