FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS
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Publication:4959133
DOI10.1017/S0266466620000298zbMath1473.62068MaRDI QIDQ4959133
Mehdi Hosseinkouchack, Matei Demetrescu
Publication date: 10 September 2021
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (3)
Extensions to IVX methods of inference for return predictability ⋮ A new robust inference for predictive quantile regression ⋮ Residual-augmented IVX predictive regression
Cites Work
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- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model
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