378 citations · 954 across the 33 of their papers we have counts for
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math.ST2018★ 23 cited
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
Victor Chernozhukov, Christian Hansen, Yuan Liao +1
We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we emp…
econ.EM2018★ 36 cited
Factor-Driven Two-Regime Regression
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the p…