Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity

DOI10.1080/01621459.2021.1964978zbMath1506.62252OpenAlexW3190162855MaRDI QIDQ5881962

Ricardo P. Masini, Marcelo C. Medeiros

Publication date: 14 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2021.1964978

zbMATH Keywords

resamplingcointegrationpanel datapolicy evaluationinterventioncomparative studiessynthetic control

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Causal inference from observational studies (62D20)

Related Items (5)

Prediction Intervals for Synthetic Control Methods ⋮ Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction ⋮ Large dimensional latent factor modeling with missing observations and applications to causal inference ⋮ Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage ⋮ Confidence intervals of treatment effects in panel data models with interactive fixed effects

Uses Software

• CausalImpact
• ArCo

Cites Work

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