This paper provides a robust statistical approach to nonstationary time series regression and inference. Fully modified extensions of traditional robust statistical procedures are developed which allow for endogeneities in the nonstationary regressors and serial dependence in the shocks that...

An important problem in epidemiology and medical research is the estimation of a causal effect of a treatment action at a single point in time on the mean of an outcome within a population defined by strata of some of the observed covariates. Marginal structural models (MSM) are models for...

The causal effect of a treatment on an outcome is generally mediated by several intermediate variables. Estimation of the component of the causal effect of a treatment that is mediated by a given intermediate variable (the indirect effect of the treatment), and the component that is not mediated...

Marginal structural models (MSM) provide a powerful tool for estimating the causal effect of a treatment. These models, introduced by Robins (e.g. Robins (2000a), Robins (2000b), van der Laan and Robins (2002)), model the marginal distributions of treatment-specific counterfactual outcomes,...