GLS estimation of local projections: Trading robustness for efficiency

Journal of Econometrics 2026 Open access

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Authors: Ignace De Vos, Gerdie Everaert

DOI: 10.1016/j.jeconom.2026.106182

Cited by: 0

References: 16

Fields of Study & Subjects

Monetary Policy and Economic Impact Advanced Causal Inference Techniques Forecasting Techniques and Applications

References 16