4 papers
High-Dimensional Regularized Additive Matrix Autoregressive Model
Debika Ghosh, Samrat Roy, Nilanjana Chakraborty
High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matri…
Protocol for an Observational Study on the Effects of Giving Births from Unintended Pregnancies on Later Life Physical and Mental Health
Samrat Roy, Marina Bogomolov, Ruth Heller +3
There has been increasing interest in studying the effect of giving births to unintended pregnancies on later life physical and mental health. In this article, we provide the proto…
Structural mean models for instrumented difference-in-differences
Tat-Thang Vo, Ting Ye, Ashkan Ertefaie +5
In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is…
A Bayesian nonparametric approach for causal inference with multiple mediators
Samrat Roy, Michael J. Daniels, Brendan J. Kelly +1
Mediation analysis with contemporaneously observed multiple mediators is an important area of causal inference. Recent approaches for multiple mediators are often based on parametr…