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Ignace De Vos

VU Amsterdam

Netherlands

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

GLS Estimation of Local Projections: Trading Robustness for Efficiency

Number of pages: 11 Posted: 14 Oct 2024
Ignace De Vos and Gerdie Everaert
VU Amsterdam and Ghent University
Downloads 63 (933,592)

Abstract:

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Impulse response functions, local projections, dynamic models, generalized least squares, efficiency, robustness