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In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…

Statistics Theory · Mathematics 2022-04-22 Susan Athey , Mohsen Bayati , Nikolay Doudchenko , Guido Imbens , Khashayar Khosravi

In this paper, we propose a new approach to causal inference with panel data. Instead of using panel data to adjust for differences in the distribution of unobserved heterogeneity between the treated and comparison groups, we instead use…

Econometrics · Economics 2025-12-01 Brantly Callaway , Derek Dyal , Pedro H. C. Sant'Anna , Emmanuel S. Tsyawo

Panel data are modern statistical tools which are commonly used in all kinds of econometric problems under various regularity assumptions. The panel data models with changepoints are introduced together with atomic pursuit methods and they…

Statistics Theory · Mathematics 2019-09-24 Matúš Maciak

We study the use of exchangeable multi-task Gaussian processes (GPs) for causal inference in panel data, applying the framework to two settings: one with a single treated unit subject to a once-and-for-all treatment and another with…

Methodology · Statistics 2026-02-25 Hayk Gevorgyan , Konstantinos Kalogeropoulos , Angelos Alexopoulos

In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…

Methodology · Statistics 2021-05-28 Iavor Bojinov , Ashesh Rambachan , Neil Shephard

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

This paper develops a novel method to estimate a latent factor model for a large target panel with missing observations by optimally using the information from auxiliary panel data sets. We refer to our estimator as target-PCA. Transfer…

Econometrics · Economics 2023-08-31 Junting Duan , Markus Pelger , Ruoxuan Xiong

The goal of a well-controlled study is to remove unwanted variation when estimating the causal effect of the intervention of interest. Experiments conducted in the basic sciences frequently achieve this goal using experimental controls,…

Methodology · Statistics 2021-04-22 Kristen B. Hunter , Kristen Koenig , Marie-Abèle Bind

Traditional panel-data causal inference frameworks, such as difference-in-differences and synthetic control methods, rely on pre-intervention data to estimate counterfactual means. However, such data may be unavailable in real-world…

Methodology · Statistics 2026-02-10 Zou Yang , Seung Hee Lee , Julia R. Köhler , AmirEmad Ghassami

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

Econometrics · Economics 2025-11-11 Yiqi Liu

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

We introduce a statistical method for modeling and forecasting functional panel data represented by multiple densities. Density functions are nonnegative and have a constrained integral and thus do not constitute a linear vector space. We…

Methodology · Statistics 2025-02-10 Cristian F. Jiménez-Varón , Ying Sun , Han Lin Shang

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

In many applications, it is of interest to identify a parsimonious set of features, or panel, from multiple candidates that achieves a desired level of performance in predicting a response. This task is often complicated in practice by…

Methodology · Statistics 2025-10-23 B. D. Williamson , Y. Huang

This letter proposes a novel sampled-data model predictive control framework for continuous control-affine nonlinear systems that provides rigorous reach-avoid and recursive feasibility guarantees under physical constraints. By propagating…

Optimization and Control · Mathematics 2026-04-07 Jianqiang Ding , Nishant Jayesh Bhave , Shankar A. Deka

This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving the overall efficiency of the data augmentation approach. We…

Computation · Statistics 2020-05-07 Vincent Chin , David Gunawan , Denzil G. Fiebig , Robert Kohn , Scott A. Sisson

Ever since the seminal work of R. A. Fisher and F. Yates, factorial designs have been an important experimental tool to simultaneously estimate the effects of multiple treatment factors. In factorial designs, the number of treatment…

Methodology · Statistics 2024-03-21 Lei Shi , Jingshen Wang , Peng Ding

Panels with large time $(T)$ and cross-sectional $(N)$ dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether to pool data across individuals or to estimate separate…

Methodology · Statistics 2025-12-18 Tim Kutta , Martin Schumann , Holger Dette

Despite of various similar features, Functional Data Analysis and High-Dimensional Data Analysis are two major fields in Statistics that grew up recently almost independently one from each other. The aim of this paper is to propose a survey…

Methodology · Statistics 2024-01-29 Germán Aneiros , Silvia Novo , Philippe Vieu

A treatment policy defines when and what treatments are applied to affect some outcome of interest. Data-driven decision-making requires the ability to predict what happens if a policy is changed. Existing methods that predict how the…

Machine Learning · Computer Science 2023-06-21 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen