Do forecasts of bankruptcy cause bankruptcy? A machine learning sensitivity analysis

DOI10.1214/22-AOAS1648OpenAlexW3167747188MaRDI QIDQ2686067

P. Richard Hahn, Joseph Gerakos, Frank Zhou, Jared S. Murray, Demetrios Papakostas

Publication date: 24 February 2023

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

Full work available at URL: https://arxiv.org/abs/2106.04503

zbMATH Keywords

BARTsensitivity analysiscausal inferenceself-fulfilling prophecyheterogeneous treatment effects

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• XGBoost

Cites Work

• Unnamed Item
• Unnamed Item
• BART: Bayesian additive regression trees
• Instrumental variables: an econometrician's perspective
• Regression discontinuity designs: a guide to practice
• Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
• On the Cost of Partial Observability in the Bivariate Probit Model
• Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
• Statistics and Causal Inference
• Dummy Endogenous Variables in a Simultaneous Equation System
• Bayesian Analysis of Binary and Polychotomous Response Data
• Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
• A Simplex Method for Function Minimization
• Random forests

This page was built for publication: Do forecasts of bankruptcy cause bankruptcy? A machine learning sensitivity analysis