no code implementations • 24 Sep 2021 • Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli
After controlling for the effect on volumes, we find that the CME instrument caused Bitcoin volatility to increase by more than double.
no code implementations • 11 Mar 2021 • Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli
In this paper, we propose a novel approach, C-ARIMA, to define and estimate the causal effect of an intervention in a time series setting under the RCM.
1 code implementation • 17 Dec 2018 • Xiao Wu, Fabrizia Mealli, Marianthi-Anna Kioumourtzoglou, Francesca Dominici, Danielle Braun
We apply our proposed method to estimate the average causal exposure-response function between long-term PM$_{2. 5}$ exposure and all-cause mortality among 68. 5 million Medicare enrollees, 2000-2016.
Methodology Applications
1 code implementation • 3 Nov 2017 • Georgia Papadogeorgou, Fabrizia Mealli, Corwin M. Zigler
We define new estimands that describe average potential outcomes for realistic counterfactual treatment allocation programs, extending existing estimands to take into consideration the units' covariates and dependence between units' treatment assignment.
Methodology Statistics Theory Statistics Theory