Dataset
Replication data for: Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
Harvard Dataverse
2025
DOI: 10.7910/dvn/cxd91w
Abstract
This is the Matlab code for replicating numerical results in:
“Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes”, The Review of Economics and Statistics, by Chernozhukov, Hansen, Liao and Zhu.
I Simulation:
The main code is simulation_master_submit.m .
This code will read the following functions:
* DGP_arti.m, simulation_func.m, factorslope_estimation_sub.m,
fixe_effct_alternative.m
II empirical results:
The main code is empirical.m. This code will read the following function:
iterative_mw_laggedX_sub.m
It also loads data: indexTcase5.mat , minimum_wage_reg_1.mat
Details
- Title: Subtitle
- Replication data for: Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
- Creators
- Yuan Liao - University of IowaVictor Chernozhukov - Massachusetts Institute of TechnologyChristian Hansen - University of ChicagoYinchu Zhu - Brandeis University
- Resource Type
- Dataset
- DOI
- 10.7910/dvn/cxd91w
- Publisher
- Harvard Dataverse
- Language
- English
- Date published
- 2025
- Academic Unit
- Economics
- Record Identifier
- 9984961039502771
Metrics
3 Record Views