Dear Applied Statistics Workshop Community,

Our next meeting of the semester will be at 12:10 pm (EST) Wednesday, October 6, where Neil Shephard (Harvard University) presents "When do common time series estimands have nonparametric causal meaning." This is joint work with Ashesh Rambachan (Harvard University). Please find the attached paper.

Abstract
The nonparametric potential outcome system provides a foundational framework for giving conditions under which common predictive time series statistical estimands, such as the impulse response function, generalized impulse response function, local projection and local projection instrument variables, have a nonparametric causal interpretation in terms of dynamic causal effects.

Where: CGIS Knafel Building, Room K354
(See this link for directions).

When: Wednesday, October 6 at 12:10 - 1:30 pm.
(Bagged lunches available for pick-up at CGIS K354 11:30 - 11:45 am, for the participants who responded to our previous survey. The CGIS cafe on the first floor has been designated as an eating area, and participants may also use outdoor spaces for lunch. Please be present at K354 by 12:10 pm for the presentations.)

Zoom link: https://harvard.zoom.us/j/97004196610?pwd=eGFydkF5RDRjUlk5RVcyTjV6OStUQT09
(For the participants who cannot join the session physically.)

Schedule of the workshop: https://projects.iq.harvard.edu/applied.stats.workshop-gov3009

Looking forward to seeing you all on Wednesday!

Best,
Sooahn