Econometric analysis of potential outcomes time series: instruments, shocks, linearity and the causal response function

26 Feb 2020 Rambachan Ashesh Shephard Neil

Bojinov & Shephard (2019) defined potential outcome time series to nonparametrically measure dynamic causal effects in time series experiments. Four innovations are developed in this paper: "instrumental paths," treatments which are "shocks," "linear potential outcomes" and the "causal response function.".. (read more)

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