We provide a better understanding of the causal structure in a multivariate time series by introducing a novel statistical procedure for testing indirect and spurious causal effects. In practice, detecting these effects is a complicated task, since the auxiliary variables that transmit/induce...

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by making the underlying covariate distribution of different...