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Double Robustness of Local Projections and Some Unpleasant VARithmetic

José Luis Montiel Olea, Mikkel Plagborg-Møller, Eric Qian, Christian K. Wolf

arXiv 15 May 2024 · Econometrics · publishedEconometrica (2026) · 25 citations (OpenAlex)

arXiv:2405.09509 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider impulse response inference in a locally misspecified vector autoregression (VAR) model. The conventional local projection (LP) confidence interval has correct coverage even when the misspecification is so large that it can be detected with probability approaching 1. This result follows from a "double robustness" property analogous to that of popular partially linear regression estimators. In contrast, the conventional VAR confidence interval with short-to-moderate lag length can severely undercover, even for misspecification that is small, economically plausible, and difficult to detect statistically. There is no free lunch: the VAR confidence interval has robust coverage only if the lag length is so large that the interval is as wide as the LP interval.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Ramey, Valerie A (2016) Macroeconomic Shocks and Their Propagation1.00063100%
2Lutz Kilian and Helmut Lütkepohl Structural Vector Autoregressive Analysis1.00054100%
3Dake Li and Mikkel Plagborg-Møller and Christian K. Wolf (2024) Local projections vs.\ VARs: Lessons from thousands of DGPs self0.92843100%
4Frank Schorfheide (2005) VAR forecasting under misspecification0.92843100%
5Känzig, Diego R (2021) The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements0.87462100%
6Chernozhukov, Victor and Chetverikov, Denis and Demirer, Mert and Du… (2018) Double/debiased machine learning for treatment and structural parameters0.81142100%
7Montiel Olea, José Luis and Plagborg-Møller, Mikkel (2021) Local Projection Inference Is Simpler and More Robust Than You Think0.73732100%
8Ke-Li Xu Local Projection Based Inference under General Conditions0.73732100%
9Armstrong, Timothy B. and Kolesár, Michal (2021) Sensitivity analysis using approximate moment condition models0.64422100%
10Chernozhukov, Victor and Escanciano, Juan Carlos and Ichimura, Hideh… (2022) Locally Robust Semiparametric Estimation0.64422100%

Showing the top 10 of 45 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Targeted Local Projections0.983206
2Approximate Minimax Estimation of a Bounded Normal Mean via Stochastic Mirror Ascent0.874102
3Local Projections or VARs? A Primer for Macroeconomists0.87452
4Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs0.81142
5Estimator Averaging of Local Projection and VAR Impulse Responses0.64422
6Inference for Local Projections0.58531
7Semiparametric inference for impulse response functions using double/debiased machine learning0.40511
80.5 in Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs0.40511
9(Visualizing) Plausible Treatment Effect Paths0.40511
10Riesz Regression As Direct Density Ratio Estimation0.40511