GLS estimation of local projections: trading robustness for efficiency (Q6856864)
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scientific article; zbMATH DE number 8160903
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| English | GLS estimation of local projections: trading robustness for efficiency |
scientific article; zbMATH DE number 8160903 |
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GLS estimation of local projections: trading robustness for efficiency (English)
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18 February 2026
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impulse responses
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local projections
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VAR models
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GLS estimation
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efficiency
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robustness
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