Uniform and distribution-free inference with general autoregressive processes

Tassos Magdalinos, Katerina Petrova

Year of publication:	[2022]
Authors:	Magdalinos, Tassos ; Petrova, Katerina
Publisher:	[Barcelona] : BSE, Barcelona School of Economics
Subject:	Uniform inference \| Central limit theory \| Autoregression \| Predictive regression \| Instrumentation \| Mixed-Gaussianity \| t-statistic \| Confidence intervals \| Schätztheorie \| Estimation theory \| Induktive Statistik \| Statistical inference \| Autokorrelation \| Autocorrelation \| Regressionsanalyse \| Regression analysis \| Zeitreihenanalyse \| Time series analysis

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