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Local Projection Inference in High Dimensions. https://t.co/80zQSKnpFc
Local Projection Inference in High Dimensions. https://t.co/80zQSKnpFc
RT @EconMetrics: Local Projection Inference in High Dimensions https://t.co/ow08a0rTno
Local Projection Inference in High Dimensions https://t.co/ow08a0rTno
New paper “Local Projection Inference in High Dimensions” with Robert Adamek and Ines Wilms is now out on arXiv (https://t.co/20Iic2QfWO), along with corresponding R package on CRAN. Here we study inference for structural impulse response analysis in high