3 papers
econ.EM2026
Refined Cluster Robust Inference
Bulat Gafarov, Takuya Ura
It has become standard for empirical studies to conduct inference robust to cluster dependence and heterogeneity. With a small number of clusters, the normal approximation for the…
econ.EM2025
Projection Inference for set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
We study the properties of the classical \emph{projection} method to conduct simultaneous inference about the coefficients of the structural impulse-response function and their ide…
econ.EM2024
Wild inference for wild SVARs with application to volatility-based IV
Bulat Gafarov, Madina Karamysheva, Andrey Polbin +1
We propose a dependent wild bootstrap method based on local projections for computing the joint asymptotic distribution of parameter estimates in structural vector autoregression m…