Local projection inference in high dimensions

DOI10.1093/ECTJ/UTAE012MaRDI QIDQ6864780zbMATH OpenFDO

Authors Robert Adamek, Stephan Smeekes, Ines Wilms

Publication date 3 February 2026

Published in The Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ECTJ/UTAE012

zbMATH Keywords

high-dimensional datahonest inferenceimpulse response analysisLassolocal projections

Mathematics Subject Classification ID

Statistics (62-XX)

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