2 papers
stat.ME2025
The dynamic generalized covariance measure for conditional independence testing with nonstationary time series
Michael Wieck-Sosa, Michel F. C. Haddad, Aaditya Ramdas
Identifying relationships among stochastic processes is a core objective in many fields, such as economics. While the standard toolkit for multivariate time series analysis has man…
econ.EM2024
Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning
Michel F. C. Haddad, Martin Huber, José Eduardo Medina-Reyes +1
We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effe…