Robust inference on infinite and growing dimensional time-series regression
Year of publication: |
2023
|
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Authors: | Gupta, Abhimanyu ; Seo, Myung Hwan |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 91.2023, 4, p. 1333-1361
|
Subject: | Growing number of restrictions | high-order long-run variance | infinite-order autoregression | nonparametric regression | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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