Local projection inference in high dimensions
Robert Adamek, Stephan Smeekes and Ines Wilms
| Year of publication: |
2024
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|---|---|
| Authors: | Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 27.2024, 3, p. 323-342
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| Subject: | Local projections | impulse response analysis | high-dimensional data | honest inference | lasso | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schock | Shock | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utae012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357780