Junting Duan

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

2

DOWNLOADS

724

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 700 (66,807)
Citation 3

Abstract:

Loading...

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

2.

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 24 (873,438)

Abstract:

Loading...

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