Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Inferential Theory for Factor Models of Large Dimensions
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+Panel Data Models With Interactive Fixed Effects
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+Determining the Number of Factors in Approximate Factor Models
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+Inference and uncertainty quantification for noisy matrix completion
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+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Projected principal component analysis in factor models
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+A diagnostic criterion for approximate factor structure
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+Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
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+A Generalization of Sampling Without Replacement From a Finite Universe
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+On factor models with random missing: EM estimation, inference, and cross validation
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+Maximum likelihood estimation for dynamic factor models with missing data
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+Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
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+Estimating latent asset-pricing factors
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+Estimation of average treatment effects with panel data: asymptotic theory and implementation
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+Survey Nonresponse Adjustments for Estimates of Means
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+Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Large-dimensional factor modeling based on high-frequency observations
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+Semiparametric Efficiency in Multivariate Regression Models with Missing Data
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+Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
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+Comment: Performance of double-robust estimators when ``inverse probability'' weights are highly variable
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+Inference for imputation estimators
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+The central role of the propensity score in observational studies for causal effects
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+Inference and missing data
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+Spurious Correlation: A Causal Interpretation
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