Comparison of local projection estimators for proxy vector autoregressions
Martin Bruns, Helmut Lütkepohl
Topics & Concepts
EstimatorMathematicsEconometricsProxy (statistics)Extremum estimatorInferenceLeast-squares function approximationImpulse responseProjection (relational algebra)Applied mathematicsStatisticsM-estimatorComputer scienceAlgorithmMathematical analysisArtificial intelligenceStatistical Methods and InferenceControl Systems and IdentificationMonetary Policy and Economic Impact