Generic results for establishing the asymptotic size of confidence sets and tests
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Publication:2227058
asymptotic sizeautoregressive modelconfidence setgrid bootstrapidentificationinferencetestuniformweak identificationweak instruments
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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Cited in
(24)- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes
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