Search Results - subject:"Inference"

Double robust Bayesian inference on average treatment effects

Breunig, Christoph; Liu, Ruixuan; Yu, Zhengfei - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 539-568

Persistent link: https://www.econbiz.de/10015401158

Design-based inference for multi-arm bandits

Ham, Dae Woong; Bojinov, Iavor; Lindon, Michael; … - 2024

Persistent link: https://www.econbiz.de/10014487218

An introduction to conformal inference for economists

Paul, Joseph R.; Schaffer, Mark E. - 2024

This paper introduces conformal inference, a powerful and flexible framework for constructing prediction intervals with … guaranteed coverage in finite samples. Unlike conventional methods, conformal inference makes no assumptions about the underlying …

Persistent link: https://www.econbiz.de/10015158178

Do earthquakes shake the stock market? : causal inferences from Turkey's earthquake

Khan, Khalid; Cifuentes-Faura, Javier; Shahbaz, Muhammad - In: Financial innovation : FIN 10 (2024), pp. 1-19

This study's main purpose is to use Bayesian structural time-series models to investigate the causal effect of an earthquake on the Borsa Istanbul Stock Index. The results reveal a significant negative impact on stock market value during the post-treatment period. The results indicate rapid...

Persistent link: https://www.econbiz.de/10015361546