An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

https://arxiv.org/pdf/1712.09089

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Abstract

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1. Introduction

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2. A Conformal Inference Method

2.1. The Counterfactual Model

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2.2. Hypotheses of Interest, Test Statistics, and p-Values

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2.3. Models for Counterfactual Proxies via Synthetic Control and Panel Data

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2.3.1. Difference-in-Differences Methods

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2.3.2. Synthetic Control 

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A.3. Placebo Tests

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