Time-series estimation of the effects of natural experiments

DOI10.1016/J.JECONOM.2005.07.013MaRDI QIDQ291869zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(11)

• Granger causality, exogeneity, cointegration, and economic policy analysis
• Isolation in the construction of natural experiments
• Split-door criterion: identification of causal effects through auxiliary outcomes
• Time series experiments and causal estimands: exact randomization tests and trading
• Unpredictability in economic analysis, econometric modeling and forecasting
• Nonrandom exposure to exogenous shocks
• 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
• Adapted statistical experiments with random change of time
• State-dependent local projections

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