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doi.org/10.3982/ecta18756
Local Projection Inference Is Simpler and More Robust Than You Think
José Luis Montiel Olea
10
,
Mikkel Plagborg‐Møller
13
View all 2 authors
Econometrica
7.10
Volume: 89, Issue: 4, Pages: 1789 - 1823
Published
: Jan 1, 2021
285
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Paper Fields
Physics
Inference
Computer network
Mathematics
Regression
Algorithm
Statistics
Covariate
Autoregressive model
Mathematical analysis
Econometrics
Artificial intelligence
Composite material
Materials science
Range (aeronautics)
Computer science
Quantum mechanics
Impulse response
Applied mathematics
Projection (relational algebra)
Impulse (physics)
Lag
Paper Details
Title
Local Projection Inference Is Simpler and More Robust Than You Think
DOI
doi.org/10.3982/ecta18756
Published Date
Jan 1, 2021
Journal
Econometrica
Volume
89
Issue
4
Pages
1789 - 1823
Notes
History
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