New semiparametric estimator for nonlinear IRFs achieves root-T consistency and asymptotic normality via doubly robust moments and cross-fitting for time series.
Manuscript, arXiv:1903.01637 , year=
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
years
2026 3representative citing papers
Hamiltonian Causal Models reconcile causal interventions in dynamical systems with non-equilibrium thermodynamics by treating entropy production as a path-wise causal witness.
QBHM estimator matches standard GMM asymptotics for strongly identified parameters and is a Bayes rule under squared loss in weak-GMM limit experiments induced by the hierarchy.
citing papers explorer
-
Reconciling Causality and Non-Equilibrium Thermodynamics with Hamiltonian Causal Models
Hamiltonian Causal Models reconcile causal interventions in dynamical systems with non-equilibrium thermodynamics by treating entropy production as a path-wise causal witness.