Results 21 to 30 of about 66 (65)

Evaluation of Test Statistics for Detection of Outliers and Shifts

, 2020
Existence of outliers and structural breaks having mutually unknown nature, in time series data, offer challenges to data analysts in model identification, estimation and validation.
Urooj, Amena, Asghar, Zahid
core   +1 more source

Estimating the effects of staggered interventions with count and binary outcomes: a simulation study

Journal of Causal Inference
Difference-in-Differences and Event-Study regression estimators are commonly used to estimate treatment effects. However, when effects are heterogeneous, the standard two-way fixed effects (TWFE) regression can provide biased estimates. Recent literature
Yadav Anil, McHale John, Harold Jason, O’Neill Stephen   +3 more
doaj   +1 more source

Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information

Consistent estimation, Measurement errors, Reliability matrix, Stochastic linear restriction, Ultrastructural model, 62J05, 62H12, 62P20,
Shalabh, Gaurav Garg, Neeraj Misra
core   +1 more source

Assessment of Information Asymmetry [PDF]

, 2005
2000 Mathematics Subject Classification: 62P20, 91B42In the process of trading, the seller and buyer participate with different initial knowledge about the technical capabilities and about the expected use of the good. This two-side asymmetry affects the
Mateev, P., Christozov, D.
core  

Early COVID-19 Policies and Their Enduring Impact on Unemployment: Causal Evidence Through 2024

Statistics and Public Policy
In this article, we evaluate the lasting impact of the first-wave COVID-19 pandemic policies on unemployment during the post-first-wave period. Specifically, we analyze the causal effects of the Swedish first-wave policies relative to the Norwegian ones ...
Yongmiao Hong, Yinggang Zhou, Li Yin, Xiaoqin Wang   +3 more
doaj   +1 more source

Single proxy synthetic control

Journal of Causal Inference
Synthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
doaj   +1 more source

Extraction of Fraud Schemes from Trade Series [PDF]

, 2007
2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.It is very often the case that the patterns of a fraudulent activity in trade are hidden within existing trade data time series.
Moussas, Charalambos, Noncheva, Veska
core  

Do LLMs act as repositories of causal knowledge?

Journal of Causal Inference
Large language models (LLMs) offer the potential to automate a large number of tasks that previously have not been possible to automate, including some in science.
Huntington-Klein Nick, Murray Eleanor J.
doaj   +1 more source

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
core   +1 more source

Nonparametric factor analysis of residual time series

factor analysis, nonparametric kernel regression, time series, 62G08, 62G10, 62P20,
Oliver Linton, Juan Rodríguez-Poo
core   +1 more source