Bootstrap inference on a factor model based average treatment effects estimator

DOI10.1080/07474938.2024.2390392MaRDI QIDQ6985042zbMATH OpenFDO

Authors Luya Wang, Jeffrey S. Racine

Publication date 13 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2024.2390392

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
• Determining the Number of Factors in Approximate Factor Models
• Difference-in-differences with multiple time periods
• Difference-in-differences with variation in treatment timing
• Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
• Estimation of average treatment effects with panel data: asymptotic theory and implementation
• Forward-selected panel data approach for program evaluation
• Inferential Theory for Factor Models of Large Dimensions
• Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
• Property taxes and home prices: a tale of two cities

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