Extensions to IVX methods of inference for return predictability (2022)
Attributed to:
Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2022.02.007
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2022.02.007
Type: Journal Article/Review
Parent Publication: Journal of Econometrics