Ruoxuan Xiong

Stanford University - Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

6

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in Total Papers Downloads

1,127

SSRN CITATIONS
Rank 40,938

SSRN RANKINGS

Top 40,938

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (6)

1.

Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference

Number of pages: 43 Posted: 28 Oct 2019 Last Revised: 20 Dec 2020
Ruoxuan Xiong and Markus Pelger
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 435 (77,023)
Citation 4

Abstract:

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Factor Analysis, Principal Components, Synthetic Control, Causal Inference, Treatment Effect, Missing Entry, Large-Dimensional Panel Data, Large N and T, Matrix Completion

2.

State-Varying Factor Models of Large Dimensions

Number of pages: 36 Posted: 01 Feb 2018 Last Revised: 15 Oct 2020
Markus Pelger and Ruoxuan Xiong
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 304 (115,149)
Citation 8

Abstract:

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Factor Analysis, Principle Components, State-Varying, Nonparametric, Kernel-Regression, Large-Dimensional Panel Data, Large N and T

3.

Optimal Experimental Design for Staggered Rollouts

Number of pages: 62 Posted: 20 Nov 2019 Last Revised: 17 Aug 2020
Stanford University - Management Science & Engineering, Stanford Graduate School of Business, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 195 (178,834)
Citation 3

Abstract:

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Experimental Design, Staggered Rollouts, Treatment Effect Estimation, Multi-period, Stratification, Simulated Annealing, Statistical Power, Efficiency, Minimax

4.

Interpretable Sparse Proximate Factors for Large Dimensions

Number of pages: 78 Posted: 21 May 2018 Last Revised: 03 Aug 2020
Markus Pelger and Ruoxuan Xiong
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 168 (204,777)
Citation 7

Abstract:

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Factor Analysis, Principle Components, Sparse Loading, Interpretability, Large-Dimensional Panel Data, Large N and T

5.

Internet Appendix for State-Varying Factor Models of Large Dimensions

Number of pages: 84 Posted: 08 Dec 2020
Markus Pelger and Ruoxuan Xiong
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 17 (612,880)

Abstract:

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Factor Analysis, Principal Components, State-Varying, Nonparametric, Kernel- Regression, Large-Dimensional Panel Data, Large N and T

6.

Internet Appendix to Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference

Number of pages: 95 Posted: 14 Jan 2021 Last Revised: 16 Jan 2021
Ruoxuan Xiong and Markus Pelger
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 8 (677,039)

Abstract:

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Factor Analysis, Principal Components, Synthetic Control, Causal Inference, Treatment Effect, Missing Entry, Large-Dimensional Panel Data, Large N and T , Matrix Completion