Pages that link to "Item:Q5208072"
From MaRDI portal
The following pages link to Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading (Q5208072):
Displaying 10 items.
- Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models (Q120642) (← links)
- Bayesian method for causal inference in spatially-correlated multivariate time series (Q1757655) (← links)
- The stratified micro-randomized trial design: sample size considerations for testing nested causal effects of time-varying treatments (Q2194456) (← links)
- Statistical analysis and evaluation of macroeconomic policies: a selective review (Q2307816) (← links)
- Randomization-based test for censored outcomes: a new look at the logrank test (Q2684690) (← links)
- Hypothesis testing in adaptively sampled data: ART to maximize power beyond \textit{iid }sampling (Q6064242) (← links)
- A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets (Q6138596) (← links)
- Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
- Population interference in panel experiments (Q6193019) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
