Introduces random smoothing to produce asymptotically normal estimators and Wald confidence regions for linear regression with jointly stationary-ergodic errors without long-run variance estimation.
A new class of bivariate copulas
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New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Introduces random smoothing to produce asymptotically normal estimators and Wald confidence regions for linear regression with jointly stationary-ergodic errors without long-run variance estimation.