Iván Fernández-Val, Hugo Freeman, Martin Weidner
arXiv 23 Oct 2020 · Econometrics · publishedEconometrics Journal (2021) · 11 citations (OpenAlex)
arXiv:2010.12439 · PDF · DOI · OpenAlex · Extracted main text
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component analysis in the presence of missing data. We show that the resulting estimators are consistent in large panels, but suffer from approximation and shrinkage biases. We correct these biases using matching and difference-in-differences approaches. Numerical examples and an empirical application to the effect of election day registration on voter turnout in the U.S. illustrate the properties and usefulness of our methods.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Athey, S., M. Bayati, N. Doudchenko, G. Imbens, and K. Khosravi (2017) Matrix completion methods for causal panel data models | 1.000 | 5 | 3 | 100% |
| 2 | Xu, Y (2017) Generalized synthetic control method: Causal inference with interactive fixed effects models | 1.000 | 5 | 3 | 100% |
| 3 | Chernozhukov, V., I. Fernández-Val, J. Hahn, and W. Newey (2013) Average and quantile effects in nonseparable panel models | 0.811 | 4 | 2 | 100% |
| 4 | Amjad, M., D. Shah, and D. Shen (2018) Robust synthetic control | 0.737 | 3 | 2 | 100% |
| 5 | Bai, J. and S. Ng (2019) Rank regularized estimation of approximate factor models | 0.737 | 3 | 2 | 100% |
| 6 | Cai, J.-F., E. J. Candès, and Z. Shen (2010) A singular value thresholding algorithm for matrix completion | 0.737 | 3 | 2 | 100% |
| 7 | Ma, S., D. Goldfarb, and L. Chen (2011) Fixed point and bregman iterative methods for matrix rank minimization | 0.737 | 3 | 2 | 100% |
| 8 | Lataa, R (2005) Some estimates of norms of random matrices | 0.644 | 3 | 2 | 67% |
| 9 | Chamberlain, G (1982) Multivariate regression models for panel data | 0.644 | 2 | 2 | 100% |
| 10 | Graham, B. S. and J. L. Powell (2012) Identification and estimation of average partial effects in ñirregularî correlated random coefficient panel data models | 0.644 | 2 | 2 | 100% |
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