Time-series estimation of the effects of natural experiments

DOI10.1016/J.JECONOM.2005.07.013zbMATH Open1418.62544OpenAlexW2049886628MaRDI QIDQ291869FDOQ291869

Authors: Halbert White 

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.013

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

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Cited In (11)

• Split-door criterion: identification of causal effects through auxiliary outcomes
• Time series experiments and causal estimands: exact randomization tests and trading
• On Granger causality and the effect of interventions in time series
• Robustness checks and robustness tests in applied economics
• The relation of different concepts of causality used in time series and microeconometrics
• Unpredictability in economic analysis, econometric modeling and forecasting
• Granger causality, exogeneity, cointegration, and economic policy analysis
• State-dependent local projections
• Adapted statistical experiments with random change of time
• Isolation in the construction of natural experiments
• Nonrandom exposure to exogenous shocks

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