A Note on Variance Decomposition with Local Projections
收藏NBER2017-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23998
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资源简介：
We propose and study properties of several estimators of variance decomposition in the local-projections framework. We find for empirically relevant sample sizes that, after being bias corrected with bootstrap, our estimators perform well in simulations. We also illustrate the workings of our
提供机构：
美国国家经济研究局
创建时间：
2017-11-01
