Inference for Local Projections
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2023
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866914911569838080 |
|---|---|
| author | Inoue, Atsushi Jordà, Òscar Kuersteiner, Guido M. |
| author_facet | Inoue, Atsushi Jordà, Òscar Kuersteiner, Guido M. |
| contents | Inference for impulse responses estimated with local projections presents interesting challenges and opportunities. Analysts typically want to assess the precision of individual estimates, explore the dynamic evolution of the response over particular regions, and generally determine whether the impulse generates a response that is any different from the null of no effect. Each of these goals requires a different approach to inference. In this article, we provide an overview of results that have appeared in the literature in the past 20 years along with some new procedures that we introduce here. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_03073 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Inference for Local Projections Inoue, Atsushi Jordà, Òscar Kuersteiner, Guido M. Econometrics Applications 62P20, 62M10, 91B84 Inference for impulse responses estimated with local projections presents interesting challenges and opportunities. Analysts typically want to assess the precision of individual estimates, explore the dynamic evolution of the response over particular regions, and generally determine whether the impulse generates a response that is any different from the null of no effect. Each of these goals requires a different approach to inference. In this article, we provide an overview of results that have appeared in the literature in the past 20 years along with some new procedures that we introduce here. |
| title | Inference for Local Projections |
| topic | Econometrics Applications 62P20, 62M10, 91B84 |
| url | https://arxiv.org/abs/2306.03073 |