2 papers
econ.EM2026
Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble
Eiji Kurozumi, Anton Skrobotov
We propose constructing confidence sets for the emergence, collapse, and recovery dates of a bubble separately by inverting tests for the location of the break date. We examine bot…
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…