Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models

DOI10.48550/arXiv.2006.12269zbMath1498.62312arXiv2006.12269MaRDI QIDQ120642

Iavor Bojinov, Fiammetta Menchetti, Fiammetta Menchetti, Iavor Bojinov

Publication date: 22 June 2020

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.12269

zbMATH Keywords

causal inference; partial interference; Bayesian structural time series; synthetic controls

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F15: Bayesian inference

91B84: Economic time series analysis

Related Items

CausalMBSTS

Uses Software

• R
• BayesDA
• CausalImpact
• MarketMatching