@article{onprincipalcomponentregressioninahigh, title = {On Model Identification and Out-of-Sample Prediction of Principal Component Regression: Applications to Synthetic Controls}, author = {Anish Agarwal and Devavrat Shah and Dennis Shen}, year = {2020}, eprint = {2010.14449}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2010.14449v5}, }