Residual-Augmented IVX Predictive Regression
Matei Demetrescu,
Paulo M. M. Rodrigues
Journal of Econometrics,
vol. 227, 2022, p. 429-460.
Testing for Episodic Predictability in Stock Returns
Matei Demetrescu,
Iliyan Georgiev,
Paulo M. M. Rodrigues,
A M Robert Taylor
Journal of Econometrics,
vol. 227, 2022, p. 85-113.