2 papers
econ.EM2026
A Simple Robust Procedure in Instrumental Variables Regression
Xiyu Jiao
A common concern in empirical modelling centres around whether estimated regression coefficients are affected by a small set of outlying observations. To conduct outlier robustness…
econ.EM2026
Causal State-Dependent Local Projections
Joel M. David, Raffaella Giacomini, Xiyu Jiao +1
State-dependent local projections (LPs) are widely used to estimate how impulse responses to exogenous aggregate shocks vary as a function of observable state variables, yet their…