[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following  Statistics Seminar:


Thursday, June 7, 2.30 pm

Room III, via delle Belle Arti 41, Bologna


Andrew Harvey
(University of Cambridge)

Co-integration and control: assessing the impact of events using time series data

Abstract:

Control groups can provide counterfactual evidence for assessing the impact of an event or policy change on a target variable. We argue that setting a multivariate time series model offers potential gains over a direct comparison between the target and a weighted average of controls. More importantly, it highlights the assumptions under lying methods such as difference-in-differences and synthetic control, suggesting ways to test these assumptions. Gains from simple and transparent time series models are analysed using examples from the literature, including the California smoking law of 1989 and German re-unification. We argue that selecting controls using a time series strategy is preferable to existing data-driven regression methods.





Contact person: Alessandra Luati


The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2018






Silvia Cagnone
Department of Statistical Sciences "Paolo Fortunati"
University of Bologna
Via delle Belle Arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098213  Fax: +39 051 232153
http://www2.stat.unibo.it/cagnone/

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