I am attempting to get my head around Google's Causal Impact paper, which isn't completely clear to me.
In the methodology part of the paper, the authors say: "The framework of our model allows us to choose from among a large set of potential controls by placing a spike-and-slab prior on the set of regression coefficients and by allowing the model to average over the set of controls ". My question is the following: For the synthetic control variables, I know that we're supposed to come up with the variables that are determining y, but do not receive the treatment, but I am unclear whether Causal Impact runs an automatic test to examine whether those variables are actually useful as controls.
Their Github post: https://google.github.io/CausalImpact/CausalImpact.html
Not sure that's the right community for the post, but I could not find anything related to questions about DS papers