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Causal Inference in Discretely Observed Continuous Time Processes

Zhang, Mingyuan - 2009

In causal inference for longitudinal data, standard methods usually assume that the underlying processes are discrete time processes, and that the observational time points are the time points when the processes change values. The identification of these standard models often relies on the...

Persistent link: https://www.econbiz.de/10009439039

Causal Inference with Two-Stage Logistic Regression - Accuracy, Precision, and Application

Cai, Bing - 2010

Two-stage predictor substitution (2SPS) and the two-stage residual inclusion (2SRI) are two approaches to instrumental variable (IV) analysis. While 2SPS and 2SRI with linear models are well-studied methods of causal inference, the properties of 2SPS and 2SRI for logistic binary outcomes have...

Persistent link: https://www.econbiz.de/10009439053

The Analysis of Censored Covariates in Observational Studies

Johnson, Brent Alan - 2003

After treatment is found to be effective in a clinical study, attention often focuses on the effect of treatment duration on outcome. Such an analysis facilitates recommendations on the most beneficial treatment duration. In many studies, treatment duration is left to the discretion of the...

Persistent link: https://www.econbiz.de/10009431294

ONLINE RETAILING IN SPATIALLY DISPERSED OFFLINE MARKETS

Choi, Jeonghye - 2010

This dissertation comprises three essays that study online demand coming from local offline markets. In the first essay, I study two social influence effects reflected in physical proximity and in demographic similarity, respectively, on online demand evolution. As these effects can be...

Persistent link: https://www.econbiz.de/10009439048

Financial market contagion: evidence from the Asian crisis using a multivariate GARCH approach

Khalid, Ahmed M.; Rajaguru, Gulasekaran - 2007

increased during and after the crisis. However, we found weak support for contagion in the pre-crisis period. …

Persistent link: https://www.econbiz.de/10009441578

Stock market contagion in the early stages of the global financial crisis: the experience of the GCC countries

Moosa, Imad - 2010

This study examines stock market contagion from the United States to the markets of the GCC countries during the period … that the collapse of the GCC stock markets did not result purely from contagion, in the sense that these markets did not …

Persistent link: https://www.econbiz.de/10009441584

Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model

Khalid, Ahmed M; Kawai, Masahiro - 2003

have sparked and induced contagion. This study further extends the existing research by identifying and testing three … financial market variables to trace the alleged origin and the subsequent path of the contagion during the 1997 Asian Crisis … strong support for contagion. We further extend the analysis by looking at the impulse responses. The results still do not …

Persistent link: https://www.econbiz.de/10009441798