Inference for low-rank completion without sample splitting with application to treatment effect estimation

DOI10.1016/j.jeconom.2024.105682arXiv2307.16370MaRDI QIDQ6199626

Jungjun Choi, Hyukjun Kwon, Yuan Liao

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.16370

zbMATH Keywords

matrix completioncausal inferencenuclear norm penalizationapproximate factor modeltwo-step least squares estimation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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