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88 | 88 | "- **Computational efficiency**: Fast OLS with corrected standard errors\n", |
89 | 89 | "- **Proven reliability**: Well-established method with strong theoretical properties\n", |
90 | 90 | "\n", |
91 | | - "With HAC (see detailed explanation in the admonition box below):\n", |
| 91 | + "With HAC (see detailed explanation in the box below):\n", |
92 | 92 | "- ✅ **Causal estimates remain valid**: Treatment effect coefficients are unbiased\n", |
93 | 93 | "- ✅ **Inference is corrected**: Standard errors, confidence intervals, and p-values account for autocorrelation\n", |
94 | 94 | "- ✅ **No model specification required**: Don't need to guess AR order or lag structure\n", |
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147 | 147 | "source": [ |
148 | 148 | ":::{admonition} Implementation notes\n", |
149 | 149 | ":class: warning\n", |
150 | | - "This notebook demonstrates the **non-Bayesian implementation** using:\n", |
151 | | - "- OLS regression first with with HAC standard errors (fast, robust inference), then with ARIMAX.\n", |
152 | | - "- Automated transform parameter estimation via grid search or continuous optimization\n", |
153 | | - "- Point estimates only (future: bootstrap confidence intervals, Bayesian uncertainty quantification)\n", |
| 150 | + "This notebook demonstrates multiple approaches to Transfer Function ITS:\n", |
| 151 | + "- OLS regression with HAC standard errors (fast, robust inference)\n", |
| 152 | + "- OLS with ARIMAX error models (explicit autocorrelation modeling)\n", |
| 153 | + "- Automated transform parameter estimation (grid search and continuous optimization)\n", |
| 154 | + "- Bayesian inference with PyMC (full posterior uncertainty quantification)\n", |
154 | 155 | ":::" |
155 | 156 | ] |
156 | 157 | }, |
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