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Inference for local projections

Atsushi Inoue, Òscar Jordà and Guido Kuersteiner
Year of publication:
19 August 2024
Authors: Inoue, Atsushi ; Jordà, Òscar ; Kuersteiner, Guido M.
Publisher: London : Centre for Economic Policy Research
Subject: local projections | impulse response | instrumental variables | confidence bands | simultaneous bands | significance bands | wild block bootstrap | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | VAR-Modell | VAR model | Schock | Shock | IV-Schätzung | Instrumental variables
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