# Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series

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## Abstract

## Suggested Citation

**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt35c7r55c, Department of Economics, UC San Diego.

*RePEc:cdl:ucsdec:qt35c7r55c*

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## Other versions of this item:

- McElroy, Tucker & Politis, Dimitris N., 2013.
"
**Distribution theory for the studentized mean for long, short, and negative memory time series**," Journal of Econometrics, Elsevier, pages 60-74.

- McElroy, Tucker S & Politis, D N, 2011.
"
**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt0dr145dt, Department of Economics, UC San Diego.

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**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt0dr145dt, Department of Economics, UC San Diego.

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**Full references**(including those not matched with items on IDEAS)

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Hualde, Javier & Iacone, Fabrizio, 2017.
"
**Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes**," Economics Letters, Elsevier, pages 39-43. - Javier Hualde & Fabrizio Iacone, 2015.
"
**Autocorrelation robust inference using the Daniell kernel with fixed bandwidth**," Discussion Papers 15/14, Department of Economics, University of York. - Bai, Shuyang & Taqqu, Murad S. & Zhang, Ting, 2016.
"
**A unified approach to self-normalized block sampling**," Stochastic Processes and their Applications, Elsevier, pages 2465-2493. - Beare, Brendan K. & Seo, Juwon, 2014.
"
**Time Irreversible Copula-Based Markov Models**," Econometric Theory, Cambridge University Press, vol. 30(05), pages 923-960, October.- McElroy, Tucker S & Politis, D N, 2011.
"
**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt0dr145dt, Department of Economics, UC San Diego.

- McElroy, Tucker S & Politis, D N, 2011.
"
- McElroy, Tucker S. & Politis, Dimitris N., 2014.
"
**Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics**," Journal of Econometrics, Elsevier, vol. 182(1), pages 211-225.- McElroy, Tucker S. & Politis, Dimitris N., 2012.
"
**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt35c7r55c, Department of Economics, UC San Diego.

- McElroy, Tucker S. & Politis, Dimitris N., 2012.
"
- repec:eee:ecolet:v:156:y:2017:i:c:p:145-150 is not listed on IDEAS
- McElroy, Tucker & Politis, Dimitris N., 2013.
"
**Distribution theory for the studentized mean for long, short, and negative memory time series**," Journal of Econometrics, Elsevier, pages 60-74.- Olivier Gossner & Karl H. Schlag, 2013.
"
**Finite-sample exact tests for linear regressions with bounded dependent variables**," Post-Print halshs-00879792, HAL.

- Olivier Gossner & Karl H. Schlag, 2013.
"

## More about this item

### Keywords

Social and Behavioral Sciences; Kernel; Lag-windows; Overdifferencing; Spectral estimation; Subsampling; Tapers; Unit-root problem;### NEP fields

This paper has been announced in the following NEP Reports:- NEP-ALL-2012-05-22 (All new papers)
- NEP-ETS-2012-05-22 (Econometric Time Series)

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