ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carlos Carvalho, Ricardo Masini, Marcelo C. Medeiros
| Year of publication: |
2018
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|---|---|
| Authors: | Carvalho, Carlos Viana de ; Masini, Ricardo ; Medeiros, Marcelo C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 2, p. 352-380
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| Subject: | Comparative studies | Counterfactual analysis | Factor models | LASSO | Multivariate treatment effects | Policy evaluation | Structural break | Synthetic control | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Kausalanalyse | Causality analysis | Strukturbruch | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116360