Andrews, Donald W.K.; Cheng, Xu; Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2011
This paper provides a set of results that can be used to establish the asymptotic size and/or similarity in a uniform sense of confidence sets and tests. The results are generic in that they can be applied to a broad range of problems. They are most useful in scenarios where the pointwise...
