Search Results for author: Liugang Sheng

Found 1 papers, 1 papers with code

Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think

1 code implementation27 Feb 2023 Ziwei Mei, Liugang Sheng, Zhentao Shi

Local Projection is widely used for impulse response estimation, with the Fixed Effect (FE) estimator being the default for panel data.

regression Time Series Analysis

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