activity
20172026
most citedOn Robustness of Principal Component Regression

22 citations · 59 across the 13 of their papers we have counts for

collaborators
Showing econ.EMShow all

6 papers · 1 filter

econ.EM2026

From Control to Treatment: Causal Forecasting Beyond the Observed Panel

Dennis Shen

Conventional panel data methods recover retrospective counterfactuals within the observed horizon. Many policy decisions, however, are prospective: how would an untreated unit evol…

econ.EM2022★ 2 cited

Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data

Dennis Shen, Peng Ding, Jasjeet Sekhon +1

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are obs…

econ.EM2021★ 10 cited

Causal Matrix Completion

Anish Agarwal, Munther Dahleh, Devavrat Shah +1

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missi…

econ.EM2020★ 4 cited

Synthetic Interventions

Anish Agarwal, Devavrat Shah, Dennis Shen

The synthetic controls (SC) methodology is a prominent tool for policy evaluation in panel data applications. Researchers commonly justify the SC framework with a low-rank matrix f…

econ.EM2020★ 7 cited

Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave?

Anish Agarwal, Abdullah Alomar, Arnab Sarker +3

As we reach the apex of the COVID-19 pandemic, the most pressing question facing us is: can we even partially reopen the economy without risking a second wave? We first need to und…

econ.EM2017★ 4 cited

Robust Synthetic Control

Muhammad Jehangir Amjad, Devavrat Shah, Dennis Shen

We present a robust generalization of the synthetic control method for comparative case studies. Like the classical method, we present an algorithm to estimate the unobservable cou…