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Kernel-based time-varying IV estimation: handle with care

Riccardo Lucchetti, Francesco Valentini

Empirical Economics, 2023. DOI 10.1007/s00181-023-02450-6

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Time-varying instrumental variable estimation, Giraitis et al. (2021). Journal of Econometrics. View paper

Cite this record

Lucchetti, R., & Valentini, F. (2023). Kernel-based time-varying IV estimation: handle with care. Empirical Economics, 65(6), 3001–3026. https://doi.org/10.1007/s00181-023-02450-6

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