Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Econometric analysis of potential outcomes time series: instruments,
  shocks, linearity and the causal response function   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." Potential outcome time series are then used to provide a
nonparametric causal interpretation of impulse response functions, generalized
impulse response functions, local projections and LP-IV.

5
The categories of this paper are: gr-qc
22
The categories of this paper are: chao-dyn
26
The categories of this paper are: bayes-an
33
The categories of this paper are: plasm-ph
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
16
The categories of this paper are: stat
17
The categories of this paper are: q-fin
9
The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
20
The categories of this paper are: acc-phys
10
The categories of this paper are: q-bio