Replication package for: "Local Projections Inference with High-Dimensional Covariates without Exact Sparsity"

This is the replication package for “Local Projections Inference with High-Dimensional Covariates without Exact Sparsity”, Quantitative Economics. It contains a README, code, the dataset used in the empirical analysis and the simulation, licensing information, and some intermediate and final output files. The README provides detailed instructions.