Dear Applied Statistics Workshop Community,
Our next meeting of the semester will be at *12:10 pm (EST) Wednesday,
October 6*, where Neil Shephard
<https://scholar.harvard.edu/shephard/home> (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 <https://map.harvard.edu/?bld=04471&level=9> 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