Inference for Heterogeneous Effects using Low-Rank Estimation of Factor
Slopes

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Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes

19 December 2018

Victor Chernozhukov

Christian B. Hansen

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Papers citing "Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes"

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Title
Nuclear Norm Regularized Estimation of Panel Regression Models M. Weidner H. Moon 210 49 0 25 Oct 2018
Matrix Completion Methods for Causal Panel Data Models Susan Athey Mohsen Bayati Nikolay Doudchenko Guido Imbens Khashayar Khosravi 104 421 0 27 Oct 2017
Geometric Inference for General High-Dimensional Linear Inverse Problems T. Tony Cai Tengyuan Liang Alexander Rakhlin 91 27 0 17 Apr 2014
Calibrated Elastic Regularization in Matrix Completion Tingni Sun Cun-Hui Zhang 78 24 0 09 Nov 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 139 855 0 30 Dec 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 226 664 0 29 Nov 2010
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 232 570 0 27 Dec 2009
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization Benjamin Recht Maryam Fazel P. Parrilo 419 3,771 0 28 Jun 2007