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.
Econometrica , volume=
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.