Inferring causal impact using Bayesian structural time-series models

DOI10.1214/14-aoas788zbMath1454.62473arXiv1506.00356OpenAlexW2078639378MaRDI QIDQ89980

Fabian Gallusser, Nicolas Remy, Steven L. Scott, Kay H. Brodersen, Jim Koehler, Fabian Gallusser, Steven L. Scott, Jim Koehler, Nicolas Remy, Kay H. Brodersen

Publication date: 1 March 2015

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

Full work available at URL: https://arxiv.org/abs/1506.00356

zbMATH Keywords

counterfactualcausal inferenceadvertisingeconometricsmarket researchsynthetic controlobservationaldifference in differences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items (25)

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Uses Software

• R
• CausalImpact

Cites Work

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• How Much Should We Trust Differences-In-Differences Estimates?
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• Identification and Inference in Nonlinear Difference-in-Differences Models

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