Search Results for author: Saman Banafti

Found 1 papers, 0 papers with code

Inferential Theory for Granular Instrumental Variables in High Dimensions

no code implementations17 Jan 2022 Saman Banafti, Tae-Hwy Lee

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors.

Time Series Time Series Analysis +1

Cannot find the paper you are looking for? You can Submit a new open access paper.