Magdalinos, TassosPetrova, KaterinaUniversitat Pompeu Fabra. Departament d'Economia i Empresa2024-11-142024-11-142022-04-01http://hdl.handle.net/10230/68580application/pdfengL'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative CommonsUniform and distribution-free inference with general autoregressive processes<resourceType xmlns="http://datacite.org/schema/kernel-3" resourceTypeGeneral="Other">info:eu-repo/semantics/workingPaper</resourceType><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">uniform inference</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">central limit theory</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">autoregression</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">predictive regression</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">instrumentation</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">mixed-gaussianity</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">t-statistic</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">confidence intervals</subject><subject xmlns="http://datacite.org/schema/kernel-3" subjectScheme="keyword">Statistics, Econometrics and Quantitative Methods</subject><rights xmlns="http://datacite.org/schema/kernel-3">info:eu-repo/semantics/openAccess</rights>