Causal inference for time series analysis: Problems, methods and evaluation

R Moraffah, P Sheth, M Karami, A Bhattacharya… - … and Information Systems, 2021 - Springer
Time series data are a collection of chronological observations which are generated by
several domains such as medical and financial fields. Over the years, different tasks such as …

Causal message-passing for experiments with unknown and general network interference

S Shirani, M Bayati - Proceedings of the National Academy of Sciences, 2024 - pnas.org
Randomized experiments are a powerful methodology for data-driven evaluation of
decisions or interventions. Yet, their validity may be undermined by network interference …

Binary choice with misclassification and social interactions, with an application to peer effects in attitude

Z Lin, Y Hu - Journal of Econometrics, 2024 - Elsevier
The interaction of economic agents is one of the most important elements in economic
analyses. Social interactions on subjective outcomes, behavior, or decisions, are inherently …

[PDF][PDF] Unconfoundedness with network interference

MP Leung, P Loupos - arXiv preprint arXiv:2211.07823, 2022 - academia.edu
This paper studies nonparametric estimation of treatment and spillover effects using
observational data from a single large network. We consider a model in which interference …

Uncovering heterogeneous social effects in binary choices

Z Lin, X Tang, NN Yu - Journal of Econometrics, 2021 - Elsevier
We identify and estimate heterogeneous social effects within groups of individuals that make
binary choices. These heterogeneous social effects, which include peer and contextual …

On the uniqueness of quantal response equilibria and its application to network games

E Melo - Economic Theory, 2022 - Springer
This paper studies the uniqueness of a quantal response equilibrium (QRE) in a broad class
of n-person normal form games. We make three main contributions. First, we show that the …

Graphical Models of Entangled Missingness

R Srinivasan, R Bhattacharya, R Nabi… - arXiv preprint arXiv …, 2023 - arxiv.org
Despite the growing interest in causal and statistical inference for settings with data
dependence, few methods currently exist to account for missing data in dependent data …

Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities

M Li, Z Shi, Y Zheng - arXiv preprint arXiv:2410.23852, 2024 - arxiv.org
This paper studies estimation and inference in a dyadic network formation model with
observed covariates, unobserved heterogeneity, and nontransferable utilities. With the …

Higher-Order Causal Message Passing for Experimentation with Complex Interference

M Bayati, Y Luo, W Overman, S Shirani… - arXiv preprint arXiv …, 2024 - arxiv.org
Accurate estimation of treatment effects is essential for decision-making across various
scientific fields. This task, however, becomes challenging in areas like social sciences and …

Nonprogressive diffusion on social networks: Approximation and applications

Y Lin, H Zhang, RP Zhang… - Available at SSRN …, 2022 - papers.ssrn.com
Nonprogressive diffusion describes the dissemination of behavior on a social network,
where the agents are allowed to reverse their decisions as time evolves. It has a wide variety …