Develops a sieve-based local projection estimator that recovers causal state-dependent impulse responses under linearity of conditional means in micro-macro panels, with valid inference.
The Review of Economic Studies , volume=
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econ.EM 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
AOI approximately inverts the likelihood mapping from fixed effects to outcomes to produce an estimator whose bias vanishes exponentially in T with double robustness.
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Causal State-Dependent Local Projections
Develops a sieve-based local projection estimator that recovers causal state-dependent impulse responses under linearity of conditional means in micro-macro panels, with valid inference.
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Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
AOI approximately inverts the likelihood mapping from fixed effects to outcomes to produce an estimator whose bias vanishes exponentially in T with double robustness.