Local projection inference in high dimensions
Robert Adamek, Stephan Smeekes and Ines Wilms
| Year of publication: |
2024
|
|---|---|
| Authors: | Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines |
| 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 |
freely available
| 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