Imagen de Portada

Counterfactual Sensitivity and Robustness

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Christensen, Timothy, Connault, Benjamin
Formato:	Preprint
Publicado:	2019
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

From Unstructured Data to Demand Counterfactuals: Theory and Practice
por: Christensen, Timothy, et al.
Publicado: (2026)

Externally Valid Policy Choice
por: Adjaho, Christopher, et al.
Publicado: (2022)

Counterfactuals in factor models
por: Beyhum, Jad
Publicado: (2024)

Optimal Decision Rules when Payoffs are Partially Identified
por: Christensen, Timothy, et al.
Publicado: (2022)

Synthetic Decomposition for Counterfactual Predictions
por: Canen, Nathan, et al.
Publicado: (2023)

Counterfactual Analysis in Empirical Games
por: Kline, Brendan, et al.
Publicado: (2024)

Roughness Signature Functions
por: Christensen, Peter
Publicado: (2024)

Bootstrapping with AI/ML-generated labels
por: Christensen, Timothy, et al.
Publicado: (2026)

Evaluating Counterfactual Policies Using Instruments
por: Kolesár, Michal, et al.
Publicado: (2025)

Imputation of Counterfactual Outcomes when the Errors are Predictable
por: Goncalves, Silvia, et al.
Publicado: (2024)

Recovering Counterfactual Distributions via Wasserstein GANs
por: Liu, Xinran
Publicado: (2026)

Measurement Error and Counterfactuals in Quantitative Trade and Spatial Models
por: Sanders, Bas
Publicado: (2023)

Realized range-based estimation of integrated variance
por: Christensen, Kim, et al.
Publicado: (2026)

Asymptotic theory of range-based multipower variation
por: Christensen, Kim, et al.
Publicado: (2026)

Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
por: Chen, Xiaohong, et al.
Publicado: (2021)

Robust Counterfactuals in Centralized Schools Choice Systems: Addressing Gender Inequality in STEM Education
por: Li, Lixiong, et al.
Publicado: (2025)

Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
por: Li, Lixiong
Publicado: (2026)

Inference for Regression with Variables Generated by AI or Machine Learning
por: Battaglia, Laura, et al.
Publicado: (2024)

A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data
por: Shi, Zhentao, et al.
Publicado: (2025)

Treatment Effects in the Regression Discontinuity Model with Counterfactual Cutoff and Distorted Running Variables
por: Liao, Moyu
Publicado: (2025)

Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
por: Wang, Cong
Publicado: (2024)

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
por: Christensen, Kim, et al.
Publicado: (2026)

A machine learning approach to volatility forecasting
por: Christensen, Kim, et al.
Publicado: (2026)

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
por: Christensen, Kim, et al.
Publicado: (2026)

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
por: Christensen, Kim, et al.
Publicado: (2026)

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
por: Christensen, Kim, et al.
Publicado: (2026)

Realised quantile-based estimation of the integrated variance
por: Christensen, Kim, et al.
Publicado: (2026)

Warp speed price moves: Jumps after earnings announcements
por: Christensen, Kim, et al.
Publicado: (2026)

To be or not to be: Roughness or long memory in volatility?
por: Bennedsen, Mikkel, et al.
Publicado: (2024)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
por: Armstrong, Timothy B., et al.
Publicado: (2022)

Counterfactual Density Effects and the German East--West Income Gap
por: Keilbar, Georg, et al.
Publicado: (2026)

Fact or friction: Jumps at ultra high frequency
por: Christensen, Kim, et al.
Publicado: (2026)

Inference from high-frequency data: A subsampling approach
por: Christensen, Kim, et al.
Publicado: (2026)

The drift burst hypothesis
por: Christensen, Kim, et al.
Publicado: (2026)

The realized copula of volatility
por: Christensen, Kim, et al.
Publicado: (2026)

Sensitivity Analysis in Unconditional Quantile Effects
por: Martinez-Iriarte, Julian
Publicado: (2023)

Inequality Sensitive Optimal Treatment Assignment
por: Zambrano, Eduardo
Publicado: (2024)

Sensitivity Analysis for Dynamic Discrete Choice Models
por: Lau, Chun Pong
Publicado: (2024)

Do designated market makers provide liquidity during downward extreme price movements?
por: Bellia, Mario, et al.
Publicado: (2026)

How Robust are Robustness Checks?
por: Prallon, Brenda
Publicado: (2026)