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econ.EM2026
Targeted Local Projections
Aleksei Nemtyrev, Otilia Boldea
Local projection (LP) and structural vector autoregression (SVAR) are commonly employed to estimate dynamic causal effects of macroeconomic policies at multiple horizons. With enou…
econ.EM2025
Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
Otilia Boldea, Alastair R. Hall
We review recent developments in detecting and estimating multiple change-points in time series models with exogenous and endogenous regressors, panel data models, and factor model…
econ.EM2024
Efficient two-sample instrumental variable estimators with change points and near-weak identification
Bertille Antoine, Otilia Boldea, Niccolo Zaccaria
We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show…