Elena Pesavento
Elena Pesavento
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Nonparametric Local Projections
Gonçalves S.
,
Herrera A. M.
,
Kilian L.
,
Pesavento E.
May 2024
Theoretical Time Series
,
Working Papers
Project
Type
Preprint
Publication
Working Paper
Local projection
Nonlinear responses
Structural model
Censored regressor
Monte Carlo integration
Nonlinear transformation
Related
State-Dependent Local Projections
Impulse response analysis for structural dynamic models with nonlinear regressors
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