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The Stata Journal
Volume 25 Number 2: pp. 374-406

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Parameter path estimation in unstable environments: The tvpreg command

Atsushi Inoue
Vanderbilt University
Nashville, TN
[email protected]
 Barbara Rossi
ICREA–-Universitat Pompeu Fabra,
EUI, Barcelona School of Economics,
and CREI
Barcelona, Spain
[email protected]
Yiru Wang
University of Pittsburgh
Pittsburgh, PA
[email protected]
 Lingyun Zhou
Tsinghua University
Beijing, China
[email protected]
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View all articles by these authors: Atsushi Inoue, Barbara Rossi, Yiru Wang, Lingyun Zhou

View all articles with these keywords: tvpreg, tvpplot, time variation, weighted average risk, local projection, vector autoregression, weak instruments

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