Cover Image

When and Why State-Dependent Local Projections Work

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Winkler, Valentin
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Causal State-Dependent Local Projections
by: David, Joel M., et al.
Published: (2026)

Targeted Local Projections
by: Nemtyrev, Aleksei, et al.
Published: (2026)

Local Projections Bootstrap Inference
by: Gadea, María Dolores, et al.
Published: (2025)

Random Subspace Local Projections
by: Dinh, Viet Hoang, et al.
Published: (2024)

Inference for High-Dimensional Local Projection
by: Gao, Jiti, et al.
Published: (2026)

Clustered Local Projections for Time-Varying Models
by: Herrera, Ana Maria, et al.
Published: (2026)

Nonlinear Impulse Response Functions and Local Projections
by: Gourieroux, Christian, et al.
Published: (2023)

Local Projections or VARs? A Primer for Macroeconomists
by: Olea, José Luis Montiel, et al.
Published: (2025)

Estimator Averaging of Local Projection and VAR Impulse Responses
by: Chen, Chaoyi, et al.
Published: (2026)

Double Robustness of Local Projections and Some Unpleasant VARithmetic
by: Olea, José Luis Montiel, et al.
Published: (2024)

The Local Projection Residual Bootstrap for AR(1) Models
by: Velez, Amilcar
Published: (2023)

Local Projections vs. VARs: Lessons From Thousands of DGPs
by: Li, Dake, et al.
Published: (2021)

Local Projections Inference with High-Dimensional Covariates without Sparsity
by: Cha, Jooyoung
Published: (2024)

Local Projection Inference is Simpler and More Robust Than You Think
by: Olea, José Luis Montiel, et al.
Published: (2020)

Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method
by: Tanaka, Masahiro
Published: (2025)

Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
by: Chua, Chew Lian, et al.
Published: (2025)

Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think
by: Mei, Ziwei, et al.
Published: (2023)

Opening the Black Box of Local Projections
by: Coulombe, Philippe Goulet, et al.
Published: (2025)

Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
by: Dettaa, Eugene, et al.
Published: (2024)

When is p-hacking detectable?
by: Faridani, Stefan
Published: (2025)

Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
by: Tanaka, Masahiro
Published: (2026)

Nowcasting and aggregation: Why small Euro area countries matter
by: Babii, Andrii, et al.
Published: (2025)

When does IV identification not restrict outcomes?
by: Goff, Leonard
Published: (2024)

When "Normalization Without Loss of Generality" Loses Generality
by: Gao, Wayne
Published: (2026)

When Can We Trust Cluster-Robust Inference?
by: MacKinnon, James G.
Published: (2026)

Difference-in-Differences Estimators When No Unit Remains Untreated
by: de Chaisemartin, Clément, et al.
Published: (2024)

Why Do the Elderly Save? Using Health Shocks to Uncover Bequests Motives
by: Kaji, Tetsuya, et al.
Published: (2025)

Projection Inference for set-identified SVARs
by: Gafarov, Bulat, et al.
Published: (2025)

Temporal Disaggregation of GDP: When Does Machine Learning Help?
by: Jung, Yonggeun
Published: (2025)

Functional Linear Projection and Impulse Response Analysis
by: Seo, Won-Ki, et al.
Published: (2025)

Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)

Shrinkage Regularization for (Non)Linear Serial Dependence Test
by: Giancaterini, Francesco, et al.
Published: (2026)

Endogenous Quantile Regression with Measurement Error in Dependent Variable
by: Su, Xuanjing
Published: (2026)

Normal Approximation for U-Statistics with Cross-Sectional Dependence
by: Liu, Weiguang
Published: (2024)

Robust Two-Sample Mean Inference under Serial Dependence
by: Hounyo, Ulrich, et al.
Published: (2025)

Coping with Inductive Risk When Theories are Underdetermined: Decision Making with Partial Identification
by: Manski, Charles F.
Published: (2026)

Data-driven Smooth Tests for Normality in ANOVA When the Number of Groups is Large
by: Jia, Peiwen, et al.
Published: (2021)

When do common time series estimands have nonparametric causal meaning?
by: Rambachan, Ashesh, et al.
Published: (2019)

State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
by: Yano, Toru
Published: (2024)

A Projection Approach to Nonparametric Significance and Conditional Independence Testing
by: Song, Xiaojun, et al.
Published: (2026)