Problems - Ch11

1. Create a simulated data set with convex factor model, with a treatment effect for a subset of treated.

1. Estimate a fixed effects model

2. Use OLS to create synthetic controls.

3. Create a synthetic control estimator and estimate that.

4. Create a LASSO estimator and estimate that.

5. Which one does the best and predicting the treatment effect?

2. Re-estimate the factor model on the NLSY97 data with 4 factors.

3. Consider your new results and re-answer Question 5 from Chapter 10.