most citedIdentifying Causal Effects using Instrumental Time Series: Nuisance IV and Correcting for the Past

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

stat.ME2022★ 3 cited

Identifying Causal Effects using Instrumental Time Series: Nuisance IV and Correcting for the Past

Nikolaj Thams, Rikke Søndergaard, Sebastian Weichwald +1

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series mo…