An exact and robust conformal inference method for counterfactual and synthetic controls

V Chernozhukov, K Wüthrich, Y Zhu - Journal of the American …, 2021 - Taylor & Francis
We introduce new inference procedures for counterfactual and synthetic control methods for
policy evaluation. We recast the causal inference problem as a counterfactual prediction and …

Inference on average treatment effects in aggregate panel data settings

V Chernozhukov, K Wüthrich, Y Zhu - 2019 - econstor.eu
This paper studies inference on treatment effects in aggregate panel data settings with a
single treated unit and many control units. We propose new methods for making inference …

Counterfactual Predictions in Shared Markets: A Global Forecasting Approach with Deep Learning and Spillover Considerations

P Grecov, K Ackermann, C Bergmeir - Available at SSRN 4830726, 2024 - papers.ssrn.com
We introduce a novel forecasting method employing global deep learning models for
estimating the causal effects of interventions across multiple units, incorporating …

Causal Inference with Neural Network Models and Advanced Time Series Forecasting Techniques

P Grecov - 2024 - bridges.monash.edu
This thesis addresses the challenges of causal effect estimation in complex real-world
scenarios by proposing a global forecasting model (GFM) with deep neural networks …

[PDF][PDF] Regularization of Synthetic Controls for Policy Evaluation

YT Chen - econ.ntu.edu.tw
We explore an upper bound of the mean squared prediction error (MSPE) of an arbitrary
synthetic control (SC) method in predicting the counterfactual of a treated unit. This potential …