Co-integration and control: assessing the impact of events using time series data
Year of publication: |
2 July 2017
|
---|---|
Authors: | Harvey, Andrew C. ; Thiele, Stephen |
Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
Subject: | common trends | difference in differences | intervention analysis | stationarity tests | synthetic control | unobserved components | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Deutschland | Germany | Wirkungsanalyse | Impact assessment | Stochastischer Prozess | Stochastic process |
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