Counterfactual Analysis and Inference With Nonstationary Data
From MaRDI portal
Publication:6620847
DOI10.1080/07350015.2020.1799814zbMATH Open1547.62849MaRDI QIDQ6620847FDOQ6620847
Authors: Ricardo P. Masini, Marcelo C. Medeiros
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
- Title not available (Why is that?)
- Some Limit Theorems for Stationary Processes
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Multiple Time Series Regression with Integrated Processes
- Title not available (Why is that?)
- Optimal Inference in Cointegrated Systems
- Weak limit theorems for stochastic integrals and stochastic differential equations
- Inference in Linear Time Series Models with some Unit Roots
- Understanding spurious regressions in econometrics
- Title not available (Why is that?)
- Property taxes and home prices: a tale of two cities
- The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
- Estimation of average treatment effects with panel data: asymptotic theory and implementation
Cited In (1)
This page was built for publication: Counterfactual Analysis and Inference With Nonstationary Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620847)