Local projections, autocorrelation, and efficiency
A Lusompa - Quantitative Economics, 2023 - Wiley Online Library
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …
[PDF][PDF] Local Projections, Autocorrelation, and Efficiency
A Lusompa - 2021 - kansascityfed.org
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
Local Projections, Autocorrelation, and Efficiency
A Lusompa - 2019 - mpra.ub.uni-muenchen.de
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey and West (1987)(or some …
wisdom says that LP have to be estimated by OLS with Newey and West (1987)(or some …
[PDF][PDF] Local Projections, Autocorrelation, and Efficiency
A Lusompa - core.ac.uk
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey and West (1987)(or some …
wisdom says that LP have to be estimated by OLS with Newey and West (1987)(or some …
[PDF][PDF] Local Projections, Autocorrelation, and Efficiency
A Lusompa - 2021 - scholar.archive.org
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
Local Projections, Autocorrelation, and Efficiency
A Lusompa - Federal Reserve Bank of Kansas City Working Paper, 2021 - papers.ssrn.com
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
Local Projections, Autocorrelation, and Efficiency
A Lusompa - 2021 - econpapers.repec.org
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
Local projections, autocorrelation, and efficiency
A Lusompa - Quantitative Economics, 2023 - search.proquest.com
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …
Local Projections, Autocorrelation, and Efficiency
A Lusompa - 2021 - fedinprint.org
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
wisdom says that LP have to be estimated by OLS with Newey-West (or some type of …
Local projections, autocorrelation, and efficiency
A Lusompa - Quantitative Economics, 2023 - econstor.eu
It is well known that Local Projections (LP) residuals are autocorrelated. Conventional
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …
wisdom says that LP have to be estimated by OLS and that GLS is not possible because the …