Yujiao li

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Questions related from Yujiao li

Is there some data source which include all firms' annual report for free?

The data source can have firm's name, website, financial data, sustainability information.

03 March 2018 1,423 3 View

Which parametric models can estimate INDIVIDUAL treatment effect in longitudinal data?

As for causal treatment effect estimation, Difference-in-difference is not for heterogenous individual treatment and Synthetic control method is not a parametric model. I am thinking to design...

03 March 2018 8,942 0 View

When P>>N, how can I solve the high dimensional regression?

When P>>N, the high dimensional regression can not be used OLS well. There might be 3 solutions:(1) quadratic programming (2) Lasso or ridge regression (3) neural net or other machine...

01 January 2016 9,959 2 View

Could synthetic control method be optimized in another way?

I am learning the "synthetic control method(SCM)" since I am doing comparative case study. I have questions about its reliability in optimization. After ranking the similarity of every control...

09 September 2015 6,124 1 View