Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading-Reference-Cited by-同舟云学术

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Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bojinov Iavor,Shephard Neil

Publisher

Elsevier BV

Reference57 articles.

1. The nonparametric identification of treatment effects in duration models;J H Abbring;Econometrica,2003

2. Semiparametric estimates of monetary policy effects: string theory revisited;J D Angrist;Journal of Business & Economic Statistics,2017

3. Causal effects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score;J D Angrist;Review of Economics and Statistics,2011

4. Doubly robust estimation in missing data and causal inference models;H Bang;Biometrics,2005

5. The total cost of transactions on the NYSE;S A Berkowitz;Journal of Finance,1988

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