Related papers: Large-Sample Properties of the Synthetic Control M…
The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands…
The System Level Synthesis (SLS) approach facilitates distributed control of large cyberphysical networks in an easy-to-understand, computationally scalable way. We present an overview of the SLS approach and its associated extensions in…
In this short note, I outline conditions under which conditioning on Synthetic Control (SC) weights emulates a randomized control trial where the treatment status is independent of potential outcomes. Specifically, I demonstrate that if…
This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…
Clinical trials are typically run in order to understand the effects of a new treatment on a given population of patients. However, patients in large populations rarely respond the same way to the same treatment. This heterogeneity in…
Traditional Statistical Process Control (SPC) is essential for quality management but is limited by its reliance on often violated statistical assumptions, leading to unreliable monitoring in modern, complex manufacturing environments. This…
Many popular estimation methods in panel data rely on the assumption that the covariates of interest are strictly exogenous. However, this assumption is empirically restrictive in a wide range of settings. In this paper I argue that…
This paper examines methods of causal inference based on groupwise matching when we observe multiple large groups of individuals over several periods. We formulate causal inference validity through a generalized matching condition,…
Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…
This paper presents scalable controller synthesis methods for heterogeneous and partially heterogeneous systems. First, heterogeneous systems composed of different subsystems that are interconnected over a directed graph are considered.…
Panel data models with unobserved heterogeneity in the form of interactive effects standardly assume that the time effects -- or ``common factors'' -- enter linearly. This assumption is restrictive because it concerns an unobserved…
This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…
Although the Synthetic Control Method (SCM) is now widely applied, its most commonly-used inference method, placebo test, is often problematic, especially when the treatment is not uniquely assigned. This paper discuss the problems with the…
Control variables are routinely treated as exogenous, yet in many empirical settings they are themselves endogenous. This creates a dilemma: omitting controls may leave the treatment endogenous, while including them may contaminate…
This paper derives identification, estimation, and inference results using spatial differencing in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across space of the unobserved…
Baseline estimation is critical to Demand Response (DR) settlement in electricity markets, yet existing machine learning methods remain limited in predictive performance, while methodologies from causal inference and counterfactual…
The synthetic control method estimates the causal effect by comparing the treated unit's outcomes to a weighted average of control units that closely match its pre-treatment outcomes, assuming the relationship between treated and control…
This paper presents an automatic formal controller synthesis method for nonlinear sampled-data systems with safety and reachability specifications. Fundamentally, the presented method is not restricted to polynomial systems and controllers.…
This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…
Traditional perturbative statistical disclosure control (SDC) approaches such as microaggregation, noise addition, rank swapping, etc, perturb the data in an ``ad-hoc" way in the sense that while they manage to preserve some particular…