A Time Series Synthetic Control Causal Evaluation of the UK’s Mini-Budget Policy on Stock Market
In this paper, we propose a modified synthetic control causal analysis for time series data with volatility in terms of absolute value of return outcomes taken into account in constructing the prediction of potential outcomes for time series causal analysis. The consistency property of the synthetic...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-10-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/20/3301 |
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