Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2Sls Testing Approach

AuthID
P-018-JCY
3
Author(s)
Demetrescu, M
·
Taylor, AM
Document Type
Article
Year published
2025
Published
in Journal of Econometrics, ISSN: 0304-4076
Volume: 249, Pages: 106002
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Publication Identifiers
Scopus: 2-s2.0-105002643930
Source Identifiers
ISSN: 0304-4076
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