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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

Arias, Jonas E.; Fernández-Villaverde, Jesús; … - 2021

We present a general framework for Bayesian estimation and causality assessment in epidemiological models. The key to … distribution. We show how to use the posterior simulation outputs as inputs for exercises in causality assessment. We apply our …

Persistent link: https://www.econbiz.de/10012582040

Christopher A. Sims and vector autoregressions

Christiano, Lawrence J. - In: The Scandinavian journal of economics 114 (2012) 4, pp. 1082-1104

Persistent link: https://www.econbiz.de/10009744352

Testing causality between two vectors in multivariate GARCH models

Woźniak, Tomasz - In: International journal of forecasting 31 (2015) 3, pp. 876-894

Persistent link: https://www.econbiz.de/10011474616

Bayesian Regression Tree Models for Causal Inference : Regularization, Confounding, and Heterogeneous Effects

Hahn, P. Richard - 2018

This paper develops a semi-parametric Bayesian regression model for estimating heterogeneous treatment effects from observational data. Standard nonlinear regression models, which may work quite well for prediction, can yield badly biased estimates of treatment effects when fit to data with...

Persistent link: https://www.econbiz.de/10012932596