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Direct linkLiyang Sun; Eli Ben-Michael; Avi Feller – Grantee Submission, 2024
The synthetic control method (SCM) is a popular approach for estimating the impact of a treatment on a single unit with panel data. Two challenges arise with higher frequency data (e.g., monthly versus yearly): (1) achieving excellent pre-treatment fit is typically more challenging; and (2) overfitting to noise is more likely. Aggregating data…
Descriptors: Evaluation Methods, Comparative Analysis, Computation, Data Analysis
