Invariant Causal Prediction for Sequential Data
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Publication:5242474
DOI10.1080/01621459.2018.1491403zbMath1428.62415arXiv1706.08058OpenAlexW2963062793WikidataQ129519638 ScholiaQ129519638MaRDI QIDQ5242474
Niklas Pfister, Jonas Peters, Peter Bühlmann
Publication date: 12 November 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08058
monetary policycausal structure learningchange point modelChow statisticinstantaneous causal effects
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)
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