Title:

Extensions to IVX Methods of Inference for Return Predictability

Authors:

Matei Demetrescu (Technische Universitat Dortmund)
Iliyan Georgiev (Inst Analisi Economica, U Bologna)
Paulo M. M. Rodrigues (Bank of Portugal, U Nova)
A M Robert Taylor (U Essex)

Journal:

Journal of Econometrics

Year:

2023

Volume:

237

Number:

2

JEL codes:

C58 - Financial Econometrics
C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods