Do forecasts of bankruptcy cause bankruptcy? A machine learning sensitivity analysis
From MaRDI portal
Publication:2686067
DOI10.1214/22-AOAS1648MaRDI QIDQ2686067
P. Richard Hahn, Joseph Gerakos, Frank Zhou, Jared S. Murray, Demetrios Papakostas
Publication date: 24 February 2023
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.04503
BART; sensitivity analysis; causal inference; self-fulfilling prophecy; heterogeneous treatment effects
62Pxx: Applications of statistics
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- BART: Bayesian additive regression trees
- Instrumental variables: an econometrician's perspective
- Regression discontinuity designs: a guide to practice
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- On the Cost of Partial Observability in the Bivariate Probit Model
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
- Statistics and Causal Inference
- Dummy Endogenous Variables in a Simultaneous Equation System
- Bayesian Analysis of Binary and Polychotomous Response Data
- Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
- A Simplex Method for Function Minimization
- Random forests