Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .