Junting Duan

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,172

TOTAL CITATIONS

4

Scholarly Papers (3)

1.

Target PCA: Transfer Learning Large Dimensional Panel Data

Journal of Econometrics, accepted
Number of pages: 48 Posted: 27 Dec 2022 Last Revised: 30 Aug 2023
Junting Duan, Markus Pelger and Ruoxuan Xiong
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Emory University
Downloads 861 (61,235)
Citation 3

Abstract:

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Factor Analysis, Principal Components, Transfer Learning, Multiple Data Sets, Large-Dimensional Panel Data, Large N and T, Missing Data, Weak Factors, Causal Inference

2.

Factor Analysis for Causal Inference on Large Non-Stationary Panels with Endogenous Treatment

Number of pages: 110 Posted: 10 Jun 2024
Junting Duan, Markus Pelger and Ruoxuan Xiong
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Emory University
Downloads 269 (247,389)
Citation 1

Abstract:

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Factor Analysis, Principal Components, Fixed-Effects, Non-Stationary, Missing Entry, Large-Dimensional Panel Data, Causal Inference, Treatment Effect JEL classification: C14, C38, C55

3.

Internet Appendix for Target PCA: Transfer Learning Large Dimensional Panel Data

Number of pages: 51 Posted: 20 Sep 2023
Junting Duan, Markus Pelger and Ruoxuan Xiong
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Emory University
Downloads 42 (916,646)

Abstract:

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Factor Analysis, Principal Components, Transfer Learning, Multiple Data Sets, Large-Dimensional Panel Data, Large N and T , Missing Data, Weak Factors, Causal Inference