Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models

DOI10.48550/arXiv.2006.12269zbMath1498.62312arXiv2006.12269OpenAlexW3131058933MaRDI QIDQ120642

Fiammetta Menchetti, Iavor Bojinov, Fiammetta Menchetti, Iavor Bojinov

Publication date: 22 June 2020

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.12269

zbMATH Keywords

causal inferencepartial interferenceBayesian structural time seriessynthetic controls

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84)

Related Items (2)

Estimating the effects of a California gun control program with multitask Gaussian processes ⋮ CausalMBSTS

Uses Software

• R
• BayesDA
• CausalImpact
• MarketMatching

Cites Work

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