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  1. Local projection based inference under general conditions
    Author: Xu, Ke-Li
    Published: January 4, 2023
    Publisher:  CAEPR, Center for Applied Economics and Policy Research, [Bloomington, IN]

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    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 522
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAEPR working paper ; #2023, 001
    Subjects: Impulse response; local projection; persistence; semiparametric efficiency; uniform inference
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  2. A new test for multiple predictive regression
    Published: December 21, 2021
    Publisher:  CAEPR, Center for Applied Economics and Policy Research, [Bloomington, IN]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 522
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAEPR working paper ; #2022, 001
    Subjects: Curse of dimensionality; Lagrange-multipliers test; persistence; predictive regres-sion; return predictability
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  3. On local projection based inference
    Author: Xu, Ke-Li
    Published: February 14, 2022
    Publisher:  CAEPR, Center for Applied Economics and Policy Research, [Bloomington, IN]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 522
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAEPR working paper ; #2022, 002
    Subjects: Uniform inference; impulse responses; local projections; persistence
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen