Bayesian method for causal inference in spatially-correlated multivariate time series

DOI10.1214/18-BA1102zbMath1409.62178arXiv1801.06282MaRDI QIDQ1757655

Subhashis Ghosal, Bo Ning, Jewell Thomas

Publication date: 15 January 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.06282

zbMATH Keywords

time series; stationarity; causal inference; graphical model; Bayesian variable selection; advertising campaign

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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

62F15: Bayesian inference

Uses Software

• CausalImpact
• EMVS