Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (Q5885082): Difference between revisions

Latest revision as of 19:50, 31 July 2024

scientific article; zbMATH DE number 7668235

Language	Label	Description	Also known as
English	Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction	scientific article; zbMATH DE number 7668235

Statements

instance of

scholarly article

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title

Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (English)

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DOI

10.1080/01621459.2021.2004895

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Journal of the American Statistical Association

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publication date

27 March 2023

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full work available at URL

https://arxiv.org/abs/2011.03996

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Mathematics Subject Classification ID

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counterfactual

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demand estimation

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factor models

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high-dimensional testing

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optimal pricing

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describes a project that uses

ArCo

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W3213425384

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cites work

Eigenvalue Ratio Test for the Number of Factors

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Determining the Number of Factors in Approximate Factor Models

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ArCo: an artificial counterfactual approach for high-dimensional panel time-series data

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An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

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Home-purchase restriction, property tax and housing price in China: a counterfactual analysis

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Factor-Adjusted Regularized Model Selection

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Statistical Foundations of Data Science

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Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods

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Estimation of average treatment effects with panel data: asymptotic theory and implementation

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Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity

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The treatment-effect estimation: a case study of the 2008 economic stimulus package of China

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Sitelinks

Mathematics(1 entry)

mardi Publication:5885082

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-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ArCo
@@ Property / describes a project that uses: ArCo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / OpenAlex ID @@
+W3213425384
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+Normal rank
@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
+Normal rank
@@ Property / cites work @@
+An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
+Normal rank
@@ Property / cites work @@
+Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
+Normal rank
@@ Property / cites work @@
+Factor-Adjusted Regularized Model Selection
@@ Property / cites work: Factor-Adjusted Regularized Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Foundations of Data Science
@@ Property / cites work: Statistical Foundations of Data Science / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods
+Normal rank
@@ Property / cites work @@
+Estimation of average treatment effects with panel data: asymptotic theory and implementation
+Normal rank
@@ Property / cites work @@
+Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity
+Normal rank
@@ Property / cites work @@
+The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5885082