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"Do We Exploit all Information for Counterfactual Analysis? Benefits of ..."

Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-11-12

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2011-03996
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2011-03996
Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros:
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. CoRR abs/2011.03996 (2020)

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