Local Projection Based Inference under General Conditions
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Cited by:
- Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers 2407.03265, arXiv.org, revised Nov 2024.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023.
"Inference for Local Projections,"
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2306.03073, arXiv.org, revised Aug 2024.
- Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido, 2024. "Inference for Local Projections," CEPR Discussion Papers 19379, C.E.P.R. Discussion Papers.
- Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
- Jean-Marie Dufour & Endong Wang, 2024. "Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality," Papers 2409.10820, arXiv.org.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
NBER Working Papers
32822, National Bureau of Economic Research, Inc.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
- Martín Almuzara & Víctor Sancibrián, 2024.
"Micro responses to macro shocks,"
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wp2024_2412, CEMFI.
- Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
- Endong Wang, 2024. "Structural counterfactual analysis in macroeconomics: theory and inference," Papers 2409.09577, arXiv.org.
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More about this item
Keywords
Impulse response; local projection; persistence; semiparametric efficiency; uniform inference;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-01-23 (Econometrics)
- NEP-ETS-2023-01-23 (Econometric Time Series)
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