ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Year of publication: |
2018
|
---|---|
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
|
Subject: | Comparative studies | Counterfactual analysis | Factor models | LASSO | Multivariate treatment effects | Policy evaluation | Structural break | Synthetic control | Wirkungsanalyse | Impact assessment | Strukturbruch | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Kausalanalyse | Causality analysis | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Multivariate Analyse | Multivariate analysis |
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