@article{largedimensionallatentfactormodelingwith, title = {Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference}, author = {Ruoxuan Xiong and Markus Pelger}, year = {2019}, eprint = {1910.08273}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/1910.08273v6}, }