Robust inference on infinite and growing dimensional time-series regression (Q6536576)

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scientific article; zbMATH DE number 7846206
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Robust inference on infinite and growing dimensional time-series regression
scientific article; zbMATH DE number 7846206

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    Robust inference on infinite and growing dimensional time-series regression (English)
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    13 May 2024
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    growing number of restrictions
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    high-order long-run variance
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    nonparametric regression
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    infinite-order autoregression
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