Tornar a Working Papers

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