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Counterfactual Analysis and Inference With Nonstationary Data
Ricardo Masini, Marcelo C. Medeiros
Center for Statistics & Machine Learning
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peer-review
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Keyphrases
Aggregate Data
50%
Cointegrating Relationships
50%
Cointegration Relationship
100%
Consistent Estimator
50%
Counterfactual Analysis
100%
Counterfactual Estimation
50%
Counterfactual Inference
100%
Econometric Tools
50%
I(1)
100%
Intervention Effect
50%
Non-stationary Data
100%
Nonstandard Distribution
50%
Policy Change
50%
Process Integration
50%
Resampling
50%
Spurious Regression
50%
Synthetic Control Method
50%
Time Series Econometrics
50%
Trend Stationary
100%
Economics, Econometrics and Finance
Econometrics
100%
Panel Study
50%
Time Series
50%