A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2021.12.012
Abstract: We develop a variant of intervention analysis designed to measure a change in the law of motion for the distribution of individuals in a cross-section, rather than modeling the moments of the distribution. To calculate… read more here.
Keywords: credit card; intervention analysis; intervention; credit ... See more keywords
Intervention analysis for low-count time series with applications in public health
Sign Up to like & getrecommendations! Published in 2018 at "Statistical Modelling"
DOI: 10.1177/1471082x18809194
Abstract: It is common in many fields to be interested in the evaluation of the impact of an intervention over a particular phenomenon. In the context of classical time series analysis, a possible choice might be… read more here.
Keywords: intervention; intervention analysis; time series;