Uniform Inference in Predictive Regression Models

DOI10.1080/07350015.2013.818008MaRDI QIDQ6667124zbMATH OpenFDO

Authors Willa W. Chen, Rohit Deo, Yanping Yi

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2013.818008

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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