Initial-Condition-Robust Inference in Autoregressive Models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Ming Li, Donald W. K. Andrews, Yapeng Zheng
DOI: 10.2139/ssrn.6305198
Cited by: 0

Fields of Study & Subjects

Monetary Policy and Economic Impact Advanced Statistical Methods and Models Statistical and numerical algorithms

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint