Department of Economics and Business - Universitat Pompeu Fabra

Title:: Uniform and distribution-free inference with general autoregressive processes
Authors:: Tassos Magdalinos and Katerina Petrova
Date:: April 2022
Keywords:: uniform inference, central limit theory, autoregression, predictive regression, instrumentation, mixed-Gaussianity, t-statistic, confidence intervals
Area of Research:: Statistics, Econometrics and Quantitative Methods

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