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Author

G. Dhaene

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Preprint Oct 2026

Almost Uniform Bias Correction for Persistent Panel Local Projections

Panel local projections are widely used to estimate impulse responses in policy analysis. This paper examines the properties of the fixed-effect estimator and various bias-correction methods in panel local projections, focusing on settings with autoregressive control variables. We analyze the bias and variance of these...

G. Dhaene, Artūras Juodis · 0 citations

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