3 papers
econ.EM2026
Identification, Estimation and Inference Based on Structural Error Projection
Chaohua Dong, Jiti Gao, Oliver Linton +1
This paper proposes to project and expand the conditional mean function of the structural error given the regressors in an endogenous regression under consideration. As the project…
econ.EM2026
Inference for High-Dimensional Local Projection
Jiti Gao, Fei Liu, Bin Peng
This paper rigorously analyzes the properties of the local projection (LP) methodology within a high-dimensional (HD) framework, with a central focus on achieving robust long-horiz…
econ.EM2025
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity
Jiti Gao, Fei Liu, Bin Peng +1
In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is a…