Time-Varying Local Projections
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References listed on IDEAS
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018.
"Confidence intervals for bias and size distortion in IV and local projections — IV models,"
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More about this item
KeywordsTime-Varying Coefficients; Local Projections;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2019-08-12 (Econometrics)
- NEP-ETS-2019-08-12 (Econometric Time Series)
- NEP-MAC-2019-08-12 (Macroeconomics)
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