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A direct approach to Kilian--Lewis style counterfactual analysis in VAR model...
This paper proposes a direct approach to Kilian--Lewis style counterfactual analysis in structural VAR models. The proposed approach is easy to implement, and the procedure of... -
Using arbitrary precision arithmetic to sharpen identification analysis for D...
Replication materials (code and final results) for "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models", published in Journal of Applied... -
OLS and 2SLS in Randomized and Conditionally Randomized Experiments
We investigate estimation and inference of the (local) average treatment effect parameter when a binary instrumental variable is generated by a randomized or conditionally...
