Uniform and distribution-free inference with general autoregressive processes

dc.contributor.author Magdalinos, Tassos
dc.contributor.author Petrova, Katerina
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.accessioned 2024-11-14T10:09:41Z
dc.date.available 2024-11-14T10:09:41Z
dc.date.issued 2022-04-01
dc.date.modified 2024-11-14T10:08:37Z
dc.format.mimetype application/pdf*
dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1837
dc.identifier.citation
dc.identifier.uri http://hdl.handle.net/10230/68580
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 1837
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights.accessRights info:eu-repo/semantics/openAccess
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.keyword uniform inference
dc.subject.keyword central limit theory
dc.subject.keyword autoregression
dc.subject.keyword predictive regression
dc.subject.keyword instrumentation
dc.subject.keyword mixed-gaussianity
dc.subject.keyword t-statistic
dc.subject.keyword confidence intervals
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.title Uniform and distribution-free inference with general autoregressive processes
dc.title.alternative
dc.type info:eu-repo/semantics/workingPaper

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