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TITLE: Extensions to IVX methods of inference for return predictability  Full Text
AUTHORS: Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M.; Taylor, A. M. Robert;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 237, ISSUE: 2
INDEXED IN: Scopus WOS
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TITLE: UNIT ROOT TESTS AND HEAVY-TAILED INNOVATIONS  Full Text
AUTHORS: Iliyan Georgiev; Paulo M M Rodrigues ; Robert M R Taylor;
PUBLISHED: 2017, SOURCE: JOURNAL OF TIME SERIES ANALYSIS, VOLUME: 38, ISSUE: 5
INDEXED IN: WOS