Journal of the American Statistical Association
 2022
DOI: 10.1080/01621459.2021.2004895
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Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction

Jianqing Fan
1
,
Ricardo Masini
2
,
Marcelo C. Medeiros
3
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Cited by 8 publications
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