factor models

Xu (2017) in three PCA steps: learn factors from controls, fit loadings on the treated pre-period, reconstruct the missing block. Then how it relates to matrix completion, and when to use which.

Summary of the Paper The paper by Jushan Bai, published in Econometrica (2009), addresses panel data models with interactive fixed effects, focusing on large $N$ (cross-sectional units) and large $T$ (time periods) settings.