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. .

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.