ScholarGate
Asistent

Porovnat metody

Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.

Lokální projekce×Panelový VAR s prahovou hodnotou×
OborEkonometrieEkonometrie
RodinaRegression modelRegression model
Rok vzniku20051996
TvůrceOscar JordaBruce Hansen and colleagues
TypMulti-horizon regressionNonlinear panel model
Původní zdrojJorda, O. (2005). Estimation and inference of impulse responses by local projections. American Economic Review, 95(1), 161-182. DOI ↗Hansen, B. E. (1996). Inference when a nuisance parameter is not identified under the null hypothesis. Econometric Theory, 12(3), 386-414. DOI ↗
Další názvyLP-IR, Multi-horizon regressionPanel-VAR with regime switching
Příbuzné33
ShrnutíLocal Projections (LP) is a semi-parametric method for estimating impulse responses directly via multi-horizon regressions, bypassing VAR-model specification. Introduced by Jorda (2005), it projects outcomes h periods ahead onto current shocks and lags, producing impulse-response functions without assuming a particular lag structure or VAR order. This flexibility has made it the dominant approach in applied macroeconomics for measuring policy effects and shock transmission.The Threshold Panel VAR extends the standard vector autoregression framework to accommodate regime-switching behavior where relationships change when a threshold variable crosses a critical level. Introduced by Hansen (1996) and applied to panels by Caner and Hansen (2001), it allows different dynamic relationships across regimes (e.g., expansions versus recessions) while exploiting the cross-sectional dimension of panel data. This nonlinear framework captures state-dependent policy effects and economic mechanisms.
ScholarGateDatová sada
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED

Přejít na hledání Stáhnout prezentaci

ScholarGatePorovnat metody: Local Projections · Threshold Panel VAR. Získáno 2026-06-17 z https://scholargate.app/cs/compare