Robust inference for time varying predictability: A Sieve-IVX approach

Journal of Econometrics 2026

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Authors: Nan Liu, Yanbo Liu, Peter C.B. Phillips, Yajie Zhang

DOI: 10.1016/j.jeconom.2026.106320

Cited by: 0

References: 79

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Statistical Methods and Inference

References 79