Paper #1837

Títol:

Uniform and distribution-free inference with general autoregressive processes

Autors:

Tassos Magdalinos i Katerina Petrova

Data:

Abril 2022

Paraules clau:

uniform inference, central limit theory, autoregression, predictive regression, instrumentation, mixed-Gaussianity, t-statistic, confidence intervals

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Descarregar el paper en format PDF