Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.
Econometrica , volume=
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Double/debiased ML framework for average derivative effects in panel data with continuous treatments, two-way fixed effects, and endogeneity.
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Fixed-order PCA: Theory for Overestimated Factor Models
Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.
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Double/Debiased Machine Learning for Continuous Treatment Effects in Panel Data with Endogeneity
Double/debiased ML framework for average derivative effects in panel data with continuous treatments, two-way fixed effects, and endogeneity.