9 citations · 16 across the 7 of their papers we have counts for
7 papers
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…
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…
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…
Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models
Bulat Gafarov
It is well known that in the presence of heteroscedasticity ordinary least squares estimator is not efficient. I propose a generalized automatic least squares estimator (GALS) that…
Bias correction for quantile regression estimators
Grigory Franguridi, Bulat Gafarov, Kaspar Wuthrich
We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can h…
Simple subvector inference on sharp identified set in affine models
Bulat Gafarov
This paper studies a regularized support function estimator for bounds on components of the parameter vector in the case in which the identified set is a polygon. The proposed regu…
On model selection criteria for climate change impact studies
Xiaomeng Cui, Bulat Gafarov, Dalia Ghanem +1
Climate change impact studies inform policymakers on the estimated damages of future climate change on economic, health and other outcomes. In most studies, an annual outcome varia…