Inference for local projections
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Bias-corrected estimation of panel vector autoregressions
- Biases in Dynamic Models with Fixed Effects
- BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- Bootstrapping Autoregressive Processes with Possible Unit Roots
- Efficient bias correction for cross-section and panel data
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- scientific article; zbMATH DE number 3083059 (Why is no real title available?)
- Inference in Linear Time Series Models with some Unit Roots
- Local projection inference is simpler and more robust than you think
- Local projections and VARs estimate the same impulse responses
- Local projections vs. VARs: lessons from thousands of DGPs
- Local projections, autocorrelation, and efficiency
- Making wald tests work for cointegrated VAR systems
- Multiple Comparisons Among Means
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
- Statistical inference in vector autoregressions with possibly integrated processes
- Testing Statistical Hypotheses
- The uniform validity of impulse response inference in autoregressions
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